+868.6%
MSFT vs VUG
+408.5%
+460.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -1.4% | +0.9% | -2.3% | -2.3% |
| 30D | -1.0% | -1.4% | +0.4% | +0.5% |
| 3M | +20.2% | +2.3% | +17.9% | +17.2% |
| 6M | +21.3% | +15.7% | +5.6% | +3.7% |
| YTD | +2.8% | +8.6% | -5.8% | -6.0% |
| 1Y | 0.0% | +14.1% | -14.1% | -13.4% |
| 3Y | +51.2% | +87.9% | -36.7% | -25.3% |
| 5Y | +71.4% | +76.3% | -4.9% | -8.8% |
| 10Y | +868.6% | +409.7% | +458.9% | +46.5% |
| All | +868.6% | +408.5% | +460.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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