+803.2%
MS vs VGT
+797.7%
+5.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.7% | +1.5% | +0.2% | +0.5% |
| 30D | 0.0% | +0.5% | -0.5% | -0.5% |
| 3M | +3.0% | +5.3% | -2.3% | -1.7% |
| 6M | +35.7% | +32.4% | +3.2% | +7.4% |
| YTD | +23.3% | +28.6% | -5.3% | 0.0% |
| 1Y | +44.7% | +37.6% | +7.0% | +10.8% |
| 3Y | +178.0% | +125.5% | +52.5% | +40.1% |
| 5Y | +143.2% | +135.2% | +8.0% | +15.0% |
| 10Y | +803.2% | +812.9% | -9.7% | +26.8% |
| All | +803.2% | +797.7% | +5.5% | +26.8% |
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