+48.9%
MSFT vs VTV
+67.6%
-18.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -0.7% | -0.4% | -0.7% |
| 30D | -2.7% | -0.5% | -2.2% | -2.4% |
| 3M | +22.1% | +5.3% | +16.8% | +18.5% |
| 6M | +20.6% | +12.9% | +7.7% | +12.0% |
| YTD | +2.3% | +18.5% | -16.2% | -8.3% |
| 1Y | -0.5% | +25.3% | -25.8% | -14.4% |
| All | +48.9% | +67.6% | -18.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling