+53.3%
MSFT vs VRT
+606.5%
-553.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.5% |
| 7D | -2.7% | +9.1% | -11.8% | -3.7% |
| 30D | +2.7% | +0.9% | +1.8% | +2.4% |
| 3M | +17.0% | -13.4% | +30.3% | +17.6% |
| 6M | +23.8% | +11.7% | +12.1% | +18.8% |
| YTD | +4.0% | +73.2% | -69.3% | -7.9% |
| 1Y | -0.8% | +123.4% | -124.2% | -16.9% |
| All | +53.3% | +606.5% | -553.2% | -9.9% |
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