+64.1%
MSFT vs VO
+32.6%
+31.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.7% | -2.6% | +4.2% | +4.1% |
| 30D | +0.2% | -0.9% | +1.1% | +1.1% |
| 3M | +6.4% | -3.0% | +9.4% | +9.3% |
| 6M | +28.7% | +2.2% | +26.5% | +26.1% |
| YTD | +10.4% | +10.6% | -0.2% | +0.4% |
| 1Y | +7.6% | +12.5% | -4.9% | -3.8% |
| 3Y | +52.3% | +61.4% | -9.1% | -5.7% |
| All | +64.1% | +32.6% | +31.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling