+2,851.2%
MSFT vs VUG
+1,251.8%
+1,599.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +2.7% | -0.3% | +3.0% | +3.0% |
| 3M | +17.0% | -0.7% | +17.6% | +17.6% |
| 6M | +23.8% | +14.6% | +9.2% | +7.5% |
| YTD | +4.0% | +9.0% | -5.0% | -4.9% |
| 1Y | -0.8% | +14.9% | -15.7% | -14.1% |
| 3Y | +55.6% | +86.0% | -30.4% | -19.0% |
| 5Y | +72.9% | +76.7% | -3.8% | -5.0% |
| 10Y | +875.8% | +411.3% | +464.5% | +88.9% |
| All | +2,851.2% | +1,251.8% | +1,599.4% | +124.2% |
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