+9.0%
MSFT vs VZ
+24.4%
-15.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +7.0% |
| 7D | +4.7% | +6.9% | -2.3% | +5.8% |
| 30D | +5.8% | +2.3% | +3.6% | +6.3% |
| 3M | +13.0% | 0.0% | +13.0% | +13.5% |
| 6M | +34.9% | +0.2% | +34.7% | +35.0% |
| YTD | +15.7% | +20.9% | -5.2% | +19.7% |
| 1Y | +9.0% | +25.2% | -16.3% | +12.7% |
| All | +9.0% | +24.4% | -15.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 1y: compounded portfolio wealth divided by compounded VZ 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…
1y analysis · Full analysis span regression · 6 months rolling