+2,851.2%
MSFT vs VO
+827.2%
+2,024.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +2.7% | -0.3% | +3.0% | +3.0% |
| 3M | +17.0% | +2.9% | +14.0% | +14.0% |
| 6M | +23.8% | +9.3% | +14.5% | +14.5% |
| YTD | +4.0% | +14.2% | -10.2% | -7.4% |
| 1Y | -0.8% | +15.3% | -16.1% | -12.6% |
| 3Y | +55.6% | +56.2% | -0.6% | +4.9% |
| 5Y | +72.9% | +42.4% | +30.5% | +27.0% |
| 10Y | +875.8% | +194.7% | +681.1% | +301.2% |
| All | +2,851.2% | +827.2% | +2,024.0% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling