+133,470.8%
MSFT vs VSH
+1,674.8%
+131,796.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.5% | -3.1% |
| 7D | -2.7% | +4.1% | -6.8% | -3.7% |
| 30D | +2.7% | -4.2% | +6.9% | +3.2% |
| 3M | +17.0% | -50.0% | +66.9% | +34.6% |
| 6M | +23.8% | +80.2% | -56.4% | +1.0% |
| YTD | +4.0% | +121.1% | -117.1% | -20.3% |
| 1Y | -0.8% | +112.0% | -112.8% | -23.8% |
| 3Y | +55.6% | +22.5% | +33.1% | +31.5% |
| 5Y | +72.9% | +64.0% | +8.9% | +34.4% |
| 10Y | +875.8% | +170.4% | +705.4% | +541.8% |
| All | +133,470.8% | +1,674.8% | +131,796.0% | +44,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling