+876.8%
MSFT vs VT
+224.5%
+652.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -3.2% |
| 30D | +2.7% | +1.0% | +1.7% | +1.5% |
| 3M | +17.0% | +2.4% | +14.6% | +13.6% |
| 6M | +23.8% | +12.0% | +11.8% | +7.9% |
| YTD | +4.0% | +15.3% | -11.4% | -12.5% |
| 1Y | -0.8% | +22.6% | -23.4% | -22.5% |
| 3Y | +55.6% | +74.7% | -19.1% | -20.9% |
| 5Y | +72.9% | +66.1% | +6.8% | -5.5% |
| All | +876.8% | +224.5% | +652.3% | +152.9% |
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