+915.1%
MSFT vs VT
+221.8%
+693.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -1.3% | +2.4% | -3.6% | -3.9% |
| 30D | -1.8% | -1.5% | -0.3% | -0.1% |
| 3M | +5.6% | -4.1% | +9.8% | +10.9% |
| 6M | +29.8% | +0.6% | +29.3% | +28.6% |
| YTD | +9.0% | +11.0% | -2.0% | -4.2% |
| 1Y | +4.9% | +13.3% | -8.4% | -10.1% |
| 3Y | +46.2% | +73.4% | -27.2% | -25.2% |
| 5Y | +62.1% | +57.4% | +4.7% | -5.8% |
| All | +915.1% | +221.8% | +693.3% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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