+73.5%
MSFT vs VWO
+32.1%
+41.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -3.5% | -1.7% | -1.7% | -2.4% |
| 30D | -2.1% | -0.3% | -1.8% | -1.9% |
| 3M | +24.2% | +4.0% | +20.2% | +20.7% |
| 6M | +21.9% | +8.1% | +13.7% | +14.9% |
| YTD | +2.5% | +11.6% | -9.2% | -5.8% |
| 1Y | -0.8% | +16.2% | -17.0% | -11.5% |
| 3Y | +50.8% | +63.3% | -12.5% | +2.4% |
| 5Y | +73.5% | +33.4% | +40.2% | +34.4% |
| All | +73.5% | +32.1% | +41.4% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling