+878.4%
MSFT vs VYM
+209.2%
+669.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | +0.8% | -2.2% | +3.1% | +3.1% |
| 3M | +27.2% | +3.1% | +24.1% | +23.6% |
| 6M | +22.9% | +9.7% | +13.2% | +12.1% |
| YTD | +3.1% | +14.9% | -11.8% | -10.4% |
| 1Y | -0.3% | +17.6% | -17.8% | -15.4% |
| 3Y | +50.1% | +65.3% | -15.2% | -10.8% |
| 5Y | +74.6% | +78.7% | -4.1% | -3.6% |
| All | +878.4% | +209.2% | +669.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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