+4.9%
MSFT vs VTR
+18.3%
-13.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.2% |
| 30D | -1.8% | +5.5% | -7.3% | +0.1% |
| 3M | +5.6% | -0.9% | +6.6% | +5.2% |
| 6M | +29.8% | -0.4% | +30.2% | +27.4% |
| YTD | +9.0% | +17.0% | -8.0% | +12.0% |
| 1Y | +4.9% | +18.0% | -13.0% | +7.1% |
| All | +4.9% | +18.3% | -13.4% | +7.1% |
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