+72.3%
MSFT vs VTR
+88.4%
-16.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -2.7% | -2.8% | +0.1% | -2.3% |
| 3M | +22.1% | +9.0% | +13.1% | +19.7% |
| 6M | +20.6% | +5.0% | +15.6% | +18.8% |
| YTD | +2.3% | +16.9% | -14.6% | -1.4% |
| 1Y | -0.5% | +34.3% | -34.8% | -7.0% |
| 3Y | +50.5% | +131.6% | -81.0% | +20.2% |
| 5Y | +72.3% | +88.0% | -15.7% | +39.4% |
| All | +72.3% | +88.4% | -16.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling