+878.4%
MSFT vs VTR
+99.2%
+779.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | +1.1% | -0.3% | +0.6% |
| 3M | +27.2% | +7.9% | +19.3% | +24.8% |
| 6M | +22.9% | +6.2% | +16.7% | +20.6% |
| YTD | +3.1% | +17.7% | -14.6% | -1.1% |
| 1Y | -0.3% | +32.9% | -33.2% | -6.9% |
| 3Y | +50.1% | +129.7% | -79.6% | +22.6% |
| 5Y | +74.6% | +89.3% | -14.7% | +47.0% |
| All | +878.4% | +99.2% | +779.2% | +649.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling