+3,048.8%
MSFT vs VUG
+1,182.3%
+1,866.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.4% |
| 7D | +2.3% | -1.2% | +3.5% | +3.5% |
| 30D | -0.4% | -8.9% | +8.5% | +9.3% |
| 3M | +5.6% | -5.9% | +11.5% | +12.1% |
| 6M | +29.0% | -3.3% | +32.2% | +33.1% |
| YTD | +10.9% | +3.4% | +7.5% | +7.0% |
| 1Y | +6.2% | +1.9% | +4.3% | +3.8% |
| 3Y | +47.6% | +76.9% | -29.3% | -19.2% |
| 5Y | +67.9% | +63.9% | +4.1% | -0.6% |
| 10Y | +922.9% | +396.2% | +526.7% | +104.0% |
| All | +3,048.8% | +1,182.3% | +1,866.5% | +152.0% |
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