+133,470.8%
MSFT vs VZ
+1,012.0%
+132,458.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | +7.9% | -5.2% | 0.0% |
| 3M | +17.0% | +13.6% | +3.3% | +11.3% |
| 6M | +23.8% | +1.1% | +22.7% | +22.5% |
| YTD | +4.0% | +29.3% | -25.3% | -6.6% |
| 1Y | -0.8% | +21.2% | -22.1% | -9.1% |
| 3Y | +55.6% | +75.9% | -20.3% | +20.2% |
| 5Y | +72.9% | +24.1% | +48.8% | +50.9% |
| 10Y | +875.8% | +62.4% | +813.4% | +657.2% |
| All | +133,470.8% | +1,012.0% | +132,458.8% | +47,617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling