+3,048.8%
MSFT vs VO
+822.0%
+2,226.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.6% |
| 30D | -0.4% | +0.5% | -0.8% | -0.7% |
| 3M | +5.6% | -1.1% | +6.7% | +6.6% |
| 6M | +29.0% | +6.4% | +22.6% | +22.3% |
| YTD | +10.9% | +13.5% | -2.6% | -0.7% |
| 1Y | +6.2% | +13.6% | -7.3% | -5.1% |
| 3Y | +47.6% | +65.2% | -17.6% | -4.9% |
| 5Y | +67.9% | +37.7% | +30.2% | +27.0% |
| 10Y | +922.9% | +198.4% | +724.5% | +317.0% |
| All | +3,048.8% | +822.0% | +2,226.8% | +449.7% |
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