+1,875.9%
MAR vs VGT
+2,279.6%
-403.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | -1.7% | +1.8% | -3.6% | -3.2% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -15.8% | +3.4% | -19.2% | -19.6% |
| 6M | +1.9% | +35.0% | -33.0% | -23.7% |
| YTD | +6.6% | +28.8% | -22.1% | -17.3% |
| 1Y | +23.7% | +38.0% | -14.3% | -10.7% |
| 3Y | +64.6% | +125.8% | -61.2% | -26.6% |
| 5Y | +156.4% | +134.7% | +21.6% | +6.8% |
| 10Y | +415.4% | +792.6% | -377.2% | -48.9% |
| All | +1,875.9% | +2,279.6% | -403.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling