+947.1%
MSFT vs VST
+866.2%
+80.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.6% | -2.5% |
| 7D | +1.1% | -19.9% | +21.0% | +4.6% |
| 30D | +1.3% | -29.7% | +30.9% | +7.0% |
| 3M | +10.2% | -19.6% | +29.7% | +13.4% |
| 6M | +30.8% | -29.4% | +60.2% | +36.9% |
| YTD | +11.5% | -29.7% | +41.2% | +15.7% |
| 1Y | +6.5% | -40.0% | +46.6% | +13.6% |
| 3Y | +55.5% | +231.0% | -175.5% | +1.8% |
| 5Y | +66.2% | +500.1% | -433.9% | -7.9% |
| 10Y | +928.0% | +1,004.2% | -76.2% | +420.6% |
| All | +947.1% | +866.2% | +80.9% | +431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling