+2,728.8%
MSFT vs VWO
+326.6%
+2,402.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -0.9% |
| 7D | -1.4% | +0.9% | -2.3% | -1.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.8% |
| 3M | +20.2% | +5.1% | +15.1% | +16.5% |
| 6M | +21.3% | +12.5% | +8.7% | +12.5% |
| YTD | +2.8% | +14.0% | -11.2% | -5.6% |
| 1Y | 0.0% | +19.7% | -19.8% | -10.9% |
| 3Y | +51.2% | +66.8% | -15.5% | +9.7% |
| 5Y | +71.4% | +36.2% | +35.2% | +40.2% |
| 10Y | +868.6% | +111.0% | +757.6% | +522.2% |
| All | +2,728.8% | +326.6% | +2,402.2% | +1,093.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling