+46.0%
MSFT vs VRT
+407.1%
-361.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.2% |
| 7D | -2.4% | +18.6% | -21.0% | -4.2% |
| 30D | -3.8% | -11.7% | +7.9% | -3.1% |
| 3M | +6.4% | -27.3% | +33.7% | +9.1% |
| 6M | +28.8% | -42.9% | +71.7% | +34.5% |
| YTD | +8.8% | +29.5% | -20.7% | -0.9% |
| 1Y | +3.2% | +21.0% | -17.9% | -5.3% |
| All | +46.0% | +407.1% | -361.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling