+30.8%
MSFT vs VST
-30.5%
+61.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.6% | -3.5% |
| 7D | +1.1% | -19.9% | +21.0% | +1.2% |
| 30D | +1.3% | -29.7% | +30.9% | +2.0% |
| 3M | +10.2% | -19.6% | +29.7% | +10.8% |
| 6M | +30.8% | -29.4% | +60.2% | +29.1% |
| All | +30.8% | -30.5% | +61.3% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling