+922.9%
MSFT vs VST
+1,174.0%
-251.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +2.3% | -6.0% | +8.4% | +2.9% |
| 30D | -0.4% | -18.8% | +18.4% | +2.7% |
| 3M | +5.6% | -8.0% | +13.6% | +6.1% |
| 6M | +29.0% | -10.9% | +39.9% | +29.5% |
| YTD | +10.9% | -18.3% | +29.3% | +12.0% |
| 1Y | +6.2% | -29.9% | +36.2% | +10.2% |
| 3Y | +47.6% | +290.3% | -242.7% | -6.9% |
| 5Y | +67.9% | +635.3% | -567.4% | -11.4% |
| 10Y | +922.9% | +1,162.4% | -239.5% | +398.2% |
| All | +922.9% | +1,174.0% | -251.1% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling