+3,033.7%
MSFT vs VUG
+1,157.1%
+1,876.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | +1.7% | -3.4% | +5.1% | +5.3% |
| 30D | +0.2% | -11.1% | +11.3% | +12.7% |
| 3M | +6.4% | -7.2% | +13.6% | +14.6% |
| 6M | +28.7% | -4.1% | +32.8% | +34.0% |
| YTD | +10.4% | +1.4% | +9.0% | +8.6% |
| 1Y | +7.6% | +1.9% | +5.7% | +5.2% |
| 3Y | +52.3% | +77.7% | -25.4% | -17.1% |
| 5Y | +64.5% | +57.6% | +6.9% | +1.4% |
| 10Y | +917.8% | +398.6% | +519.2% | +102.3% |
| All | +3,033.7% | +1,157.1% | +1,876.7% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling