+878.4%
MSFT vs VTV
+234.5%
+643.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | 0.0% |
| 7D | -0.8% | -1.1% | +0.3% | +0.2% |
| 30D | +0.8% | -1.0% | +1.9% | +1.8% |
| 3M | +27.2% | +4.6% | +22.6% | +21.7% |
| 6M | +22.9% | +13.5% | +9.4% | +8.4% |
| YTD | +3.1% | +18.5% | -15.4% | -13.1% |
| 1Y | -0.3% | +22.9% | -23.1% | -19.1% |
| 3Y | +50.1% | +67.8% | -17.7% | -11.9% |
| 5Y | +74.6% | +81.8% | -7.2% | -4.8% |
| All | +878.4% | +234.5% | +643.9% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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