0.0%
MSFT vs VRT
+131.6%
-131.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.8% | -1.1% |
| 7D | -1.4% | +13.6% | -15.0% | -1.4% |
| 30D | -1.0% | +6.8% | -7.8% | -1.0% |
| 3M | +20.2% | -3.2% | +23.4% | +19.1% |
| 6M | +21.3% | +20.3% | +0.9% | +18.4% |
| YTD | +2.8% | +79.6% | -76.8% | -2.5% |
| 1Y | 0.0% | +139.0% | -139.0% | -6.4% |
| All | 0.0% | +131.6% | -131.6% | -6.4% |
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