+73.5%
MSFT vs VTV
+78.5%
-5.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | -3.5% | -2.1% | -1.4% | -1.7% |
| 30D | -2.1% | -1.3% | -0.7% | -0.9% |
| 3M | +24.2% | +5.6% | +18.5% | +18.1% |
| 6M | +21.9% | +12.4% | +9.5% | +9.2% |
| YTD | +2.5% | +17.6% | -15.2% | -12.3% |
| 1Y | -0.8% | +23.5% | -24.3% | -19.2% |
| 3Y | +50.8% | +67.0% | -16.3% | -12.2% |
| 5Y | +73.5% | +80.5% | -7.0% | -5.4% |
| All | +73.5% | +78.5% | -5.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling