+73.5%
MSFT vs VYM
+75.8%
-2.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -3.5% | -1.9% | -1.6% | -1.9% |
| 30D | -2.1% | -2.6% | +0.5% | +0.2% |
| 3M | +24.2% | +3.6% | +20.6% | +20.4% |
| 6M | +21.9% | +8.7% | +13.2% | +13.0% |
| YTD | +2.5% | +14.1% | -11.7% | -9.4% |
| 1Y | -0.8% | +17.8% | -18.6% | -15.0% |
| 3Y | +50.8% | +64.5% | -13.8% | -9.0% |
| 5Y | +73.5% | +77.5% | -4.0% | -1.0% |
| All | +73.5% | +75.8% | -2.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling