+627.9%
MS vs VGT
+2,283.9%
-1,656.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | -0.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.2% |
| 30D | -0.3% | +1.3% | -1.5% | -2.0% |
| 3M | +0.3% | -1.1% | +1.4% | 0.0% |
| 6M | +31.3% | +32.6% | -1.3% | -8.6% |
| YTD | +24.7% | +29.0% | -4.3% | -10.4% |
| 1Y | +47.9% | +39.7% | +8.2% | -4.1% |
| 3Y | +178.3% | +120.9% | +57.4% | -3.7% |
| 5Y | +144.9% | +133.6% | +11.3% | -27.7% |
| 10Y | +804.5% | +792.6% | +12.0% | -69.2% |
| All | +627.9% | +2,283.9% | -1,656.0% | -94.8% |
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 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