+889.0%
MSFT vs VT
+215.5%
+673.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.3% |
| 7D | +1.7% | -2.3% | +4.0% | +4.5% |
| 30D | +0.2% | -5.0% | +5.1% | +6.3% |
| 3M | +6.4% | -4.9% | +11.2% | +12.7% |
| 6M | +28.7% | -1.5% | +30.2% | +30.6% |
| YTD | +10.4% | +8.5% | +1.9% | -0.3% |
| 1Y | +7.6% | +11.4% | -3.8% | -5.9% |
| 3Y | +52.3% | +70.1% | -17.8% | -20.3% |
| 5Y | +64.5% | +53.7% | +10.8% | -1.7% |
| All | +889.0% | +215.5% | +673.5% | +159.2% |
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