+71.4%
MSFT vs VSH
+65.5%
+5.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | +6.2% | -7.6% | -2.5% |
| 30D | -1.0% | -11.1% | +10.1% | +0.9% |
| 3M | +20.2% | -44.9% | +65.1% | +31.1% |
| 6M | +21.3% | +90.0% | -68.7% | -3.1% |
| YTD | +2.8% | +118.8% | -116.0% | -22.0% |
| 1Y | 0.0% | +109.0% | -109.0% | -23.9% |
| 3Y | +51.2% | +35.6% | +15.6% | +27.7% |
| 5Y | +71.4% | +66.7% | +4.7% | +26.2% |
| All | +71.4% | +65.5% | +5.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling