+878.4%
MSFT vs VWO
+117.1%
+761.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.1% |
| 7D | -0.8% | -1.8% | +1.0% | +0.6% |
| 30D | +0.8% | -0.1% | +0.9% | +0.9% |
| 3M | +27.2% | +2.2% | +25.0% | +24.7% |
| 6M | +22.9% | +8.8% | +14.2% | +14.0% |
| YTD | +3.1% | +12.4% | -9.3% | -7.2% |
| 1Y | -0.3% | +15.6% | -15.8% | -12.4% |
| 3Y | +50.1% | +62.5% | -12.4% | -2.6% |
| 5Y | +74.6% | +34.3% | +40.4% | +33.0% |
| All | +878.4% | +117.1% | +761.3% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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