+397.9%
MSFT vs VRT
+2,829.6%
-2,431.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.8% | -1.8% |
| 7D | -1.4% | +13.6% | -15.0% | -3.7% |
| 30D | -1.0% | +6.8% | -7.8% | -2.4% |
| 3M | +20.2% | -3.2% | +23.4% | +18.8% |
| 6M | +21.3% | +20.3% | +0.9% | +13.4% |
| YTD | +2.8% | +79.6% | -76.8% | -12.6% |
| 1Y | 0.0% | +139.0% | -139.0% | -20.9% |
| 3Y | +51.2% | +644.6% | -593.4% | -15.2% |
| 5Y | +71.4% | +1,024.4% | -952.9% | -20.8% |
| All | +397.9% | +2,829.6% | -2,431.7% | +98.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling