+553.7%
MS vs VGT
+701.4%
-147.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.3% |
| 7D | +0.8% | -4.1% | +4.9% | +4.1% |
| 30D | -0.7% | -13.6% | +12.9% | +11.1% |
| 3M | -12.4% | -8.0% | -4.4% | -6.9% |
| 6M | -1.7% | -1.5% | -0.3% | -1.8% |
| YTD | +8.0% | +17.7% | -9.7% | -6.4% |
| 1Y | +16.2% | +13.8% | +2.4% | +3.3% |
| 3Y | +171.3% | +101.6% | +69.7% | +49.2% |
| 5Y | +124.8% | +106.7% | +18.1% | +17.9% |
| 10Y | +553.7% | +717.0% | -163.3% | +11.2% |
| All | +553.7% | +701.4% | -147.8% | +11.2% |
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 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