+403.7%
MSFT vs VRT
+2,725.9%
-2,322.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.8% |
| 7D | -2.7% | +9.1% | -11.8% | -4.2% |
| 30D | +2.7% | +0.9% | +1.8% | +2.3% |
| 3M | +17.0% | -13.4% | +30.3% | +18.1% |
| 6M | +23.8% | +11.7% | +12.1% | +17.5% |
| YTD | +4.0% | +73.2% | -69.3% | -11.0% |
| 1Y | -0.8% | +123.4% | -124.2% | -20.5% |
| 3Y | +55.6% | +606.2% | -550.6% | -11.9% |
| 5Y | +72.9% | +899.9% | -827.0% | -17.9% |
| All | +403.7% | +2,725.9% | -2,322.1% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling