+889.0%
MSFT vs VST
+1,112.0%
-223.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.6% | -11.5% | -2.8% |
| 7D | +1.7% | -9.8% | +11.5% | +3.0% |
| 30D | +0.2% | -25.1% | +25.3% | +4.7% |
| 3M | +6.4% | -11.6% | +17.9% | +7.6% |
| 6M | +28.7% | -20.9% | +49.6% | +32.0% |
| YTD | +10.4% | -22.3% | +32.7% | +12.5% |
| 1Y | +7.6% | -32.0% | +39.6% | +12.2% |
| 3Y | +52.3% | +262.4% | -210.1% | -2.4% |
| 5Y | +64.5% | +563.4% | -498.8% | -11.2% |
| All | +889.0% | +1,112.0% | -223.0% | +387.4% |
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