+53.8%
MSFT vs VST
+229.5%
-175.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.6% | -3.0% |
| 7D | +1.1% | -19.9% | +21.0% | +3.1% |
| 30D | +1.3% | -29.7% | +30.9% | +4.6% |
| 3M | +10.2% | -19.6% | +29.7% | +12.1% |
| 6M | +30.8% | -29.4% | +60.2% | +34.3% |
| YTD | +11.5% | -29.7% | +41.2% | +13.9% |
| 1Y | +6.5% | -40.0% | +46.6% | +10.7% |
| All | +53.8% | +229.5% | -175.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling