+913.4%
MSFT vs VZ
+71.4%
+842.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -3.8% | +6.9% | -10.7% | -5.2% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +28.8% | +0.3% | +28.5% | +28.0% |
| YTD | +8.8% | +21.9% | -13.1% | +2.3% |
| 1Y | +3.2% | +21.7% | -18.5% | -3.1% |
| 3Y | +44.8% | +58.5% | -13.7% | +20.8% |
| 5Y | +61.8% | +22.4% | +39.4% | +48.3% |
| All | +913.4% | +71.4% | +842.0% | +720.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling