+9.0%
MSFT vs VRT
+12.3%
-3.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -12.9% | +19.6% | +6.5% |
| 7D | +4.7% | -15.4% | +20.1% | +4.4% |
| 30D | +5.8% | -19.0% | +24.8% | +5.4% |
| 3M | +13.0% | -23.8% | +36.8% | +12.5% |
| 6M | +34.9% | -37.9% | +72.8% | +32.8% |
| YTD | +15.7% | +27.0% | -11.3% | +9.9% |
| 1Y | +9.0% | +13.8% | -4.8% | +4.3% |
| All | +9.0% | +12.3% | -3.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling