+5,379.6%
MSFT vs VTR
+1,499.7%
+3,879.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | +2.7% | -2.4% | +5.1% | +3.1% |
| 3M | +17.0% | +14.8% | +2.2% | +13.4% |
| 6M | +23.8% | +5.3% | +18.5% | +21.8% |
| YTD | +4.0% | +18.1% | -14.1% | -0.1% |
| 1Y | -0.8% | +36.7% | -37.5% | -7.5% |
| 3Y | +55.6% | +130.1% | -74.5% | +29.5% |
| 5Y | +72.9% | +89.5% | -16.6% | +48.1% |
| 10Y | +875.8% | +87.4% | +788.4% | +678.7% |
| All | +5,379.6% | +1,499.7% | +3,879.8% | +3,044.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling