+499.0%
MA vs VGT
+809.1%
-310.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.4% |
| 7D | -3.5% | -1.0% | -2.4% | -2.8% |
| 30D | +0.7% | -0.4% | +1.1% | +0.7% |
| 3M | +15.8% | +6.6% | +9.2% | +8.9% |
| 6M | +10.2% | +31.0% | -20.8% | -12.7% |
| YTD | -0.5% | +27.2% | -27.7% | -19.8% |
| 1Y | -1.8% | +34.5% | -36.3% | -24.9% |
| 3Y | +38.7% | +123.1% | -84.4% | -34.7% |
| 5Y | +67.6% | +135.1% | -67.5% | -26.8% |
| All | +499.0% | +809.1% | -310.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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