+2,284.5%
MSFT vs VYM
+490.3%
+1,794.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.0% | -1.3% | +0.3% | +0.2% |
| 3M | +20.2% | +4.1% | +16.1% | +15.7% |
| 6M | +21.3% | +9.8% | +11.5% | +10.7% |
| YTD | +2.8% | +15.3% | -12.5% | -10.7% |
| 1Y | 0.0% | +20.0% | -20.0% | -16.6% |
| 3Y | +51.2% | +66.2% | -15.0% | -8.7% |
| 5Y | +71.4% | +77.5% | -6.1% | -2.2% |
| 10Y | +868.6% | +201.7% | +666.9% | +233.0% |
| All | +2,284.5% | +490.3% | +1,794.3% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling