+62.4%
MSFT vs VTV
+77.3%
-14.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.3% | +2.9% | -4.2% | -3.8% |
| 30D | -1.8% | +3.8% | -5.6% | -5.0% |
| 3M | +5.6% | +1.6% | +4.1% | +4.2% |
| 6M | +29.8% | +11.2% | +18.6% | +17.8% |
| YTD | +9.0% | +22.0% | -13.0% | -9.8% |
| 1Y | +4.9% | +24.9% | -19.9% | -15.2% |
| 3Y | +46.2% | +78.5% | -32.2% | -21.0% |
| All | +62.4% | +77.3% | -14.9% | -10.7% |
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