+72.3%
MSFT vs VZ
+24.4%
+47.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | -1.0% | -1.0% | -0.1% | -1.0% |
| 30D | -2.7% | +5.8% | -8.4% | -2.8% |
| 3M | +22.1% | +10.5% | +11.6% | +21.7% |
| 6M | +20.6% | +1.8% | +18.8% | +20.5% |
| YTD | +2.3% | +28.3% | -26.0% | +0.9% |
| 1Y | -0.5% | +22.0% | -22.5% | -1.6% |
| 3Y | +50.5% | +81.8% | -31.3% | +38.5% |
| 5Y | +72.3% | +25.3% | +47.0% | +70.5% |
| All | +72.3% | +24.4% | +47.9% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling