+878.4%
MSFT vs VNQ
+64.0%
+814.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | +0.8% | -2.6% | +3.4% | +2.4% |
| 3M | +27.2% | -2.0% | +29.2% | +28.5% |
| 6M | +22.9% | +4.3% | +18.6% | +19.1% |
| YTD | +3.1% | +9.2% | -6.1% | -3.2% |
| 1Y | -0.3% | +5.6% | -5.9% | -4.5% |
| 3Y | +50.1% | +30.8% | +19.2% | +21.9% |
| 5Y | +74.6% | +8.0% | +66.7% | +61.4% |
| All | +878.4% | +64.0% | +814.3% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling