+61.8%
MSFT vs VZ
+22.0%
+39.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | -3.8% | +6.9% | -10.7% | -3.9% |
| 3M | +6.4% | +0.6% | +5.8% | +6.4% |
| 6M | +28.8% | +0.3% | +28.5% | +28.7% |
| YTD | +8.8% | +21.9% | -13.1% | +7.6% |
| 1Y | +3.2% | +21.7% | -18.5% | +2.0% |
| 3Y | +44.8% | +58.5% | -13.7% | +35.9% |
| 5Y | +61.8% | +22.4% | +39.4% | +58.5% |
| All | +61.8% | +22.0% | +39.8% | +58.5% |
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