+876.3%
MSFT vs VST
+1,175.7%
-299.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.7% |
| 7D | -2.7% | +8.9% | -11.6% | -4.2% |
| 30D | +2.7% | +6.2% | -3.5% | +1.5% |
| 3M | +17.0% | -2.7% | +19.7% | +16.9% |
| 6M | +23.8% | -8.4% | +32.2% | +24.3% |
| YTD | +4.0% | -7.2% | +11.2% | +3.5% |
| 1Y | -0.8% | -20.9% | +20.1% | +1.1% |
| 3Y | +55.6% | +384.0% | -328.4% | -4.9% |
| 5Y | +72.9% | +757.1% | -684.2% | -10.0% |
| All | +876.3% | +1,175.7% | -299.4% | +376.1% |
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 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