+142,414.8%
MSFT vs VSH
+1,399.9%
+141,014.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | +2.3% | -1.6% | +3.9% | +2.1% |
| 30D | -0.4% | -21.3% | +20.9% | +4.4% |
| 3M | +5.6% | -18.9% | +24.5% | +8.9% |
| 6M | +29.0% | -21.4% | +50.4% | +28.5% |
| YTD | +10.9% | +86.8% | -75.9% | -12.9% |
| 1Y | +6.2% | +85.8% | -79.5% | -16.7% |
| 3Y | +47.6% | +30.1% | +17.5% | +20.6% |
| 5Y | +67.9% | +42.8% | +25.1% | +32.9% |
| 10Y | +922.9% | +121.2% | +801.7% | +594.9% |
| All | +142,414.8% | +1,399.9% | +141,014.8% | +48,621.8% |
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