+141,733.1%
MSFT vs VSH
+1,203.4%
+140,529.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.4% |
| 7D | +1.7% | -12.9% | +14.6% | +4.7% |
| 30D | +0.2% | -36.9% | +37.0% | +10.8% |
| 3M | +6.4% | -28.8% | +35.1% | +13.2% |
| 6M | +28.7% | -30.3% | +59.0% | +32.2% |
| YTD | +10.4% | +62.4% | -52.0% | -10.1% |
| 1Y | +7.6% | +62.5% | -54.9% | -12.7% |
| 3Y | +52.3% | +7.4% | +44.9% | +30.6% |
| 5Y | +64.5% | +25.4% | +39.1% | +34.6% |
| 10Y | +917.8% | +102.6% | +815.2% | +607.6% |
| All | +141,733.1% | +1,203.4% | +140,529.7% | +50,152.7% |
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