+9.0%
MSFT vs VTR
+22.5%
-13.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +7.5% |
| 7D | +4.7% | +10.0% | -5.4% | +8.1% |
| 30D | +5.8% | +9.6% | -3.8% | +9.4% |
| 3M | +13.0% | -1.2% | +14.2% | +12.6% |
| 6M | +34.9% | +2.8% | +32.1% | +33.3% |
| YTD | +15.7% | +17.4% | -1.7% | +18.5% |
| 1Y | +9.0% | +22.0% | -13.0% | +9.6% |
| All | +9.0% | +22.5% | -13.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling