+529.3%
MS vs VGT
+2,103.8%
-1,574.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | -0.6% |
| 7D | +0.7% | -1.6% | +2.4% | +2.4% |
| 30D | -0.9% | -12.5% | +11.6% | +15.1% |
| 3M | -13.0% | -7.7% | -5.3% | -5.4% |
| 6M | -2.0% | -0.2% | -1.8% | -4.5% |
| YTD | +7.8% | +19.3% | -11.5% | -15.7% |
| 1Y | +17.9% | +18.2% | -0.3% | -7.1% |
| 3Y | +174.8% | +109.6% | +65.1% | +0.4% |
| 5Y | +119.9% | +105.5% | +14.3% | -24.2% |
| 10Y | +578.8% | +716.4% | -137.5% | -74.4% |
| All | +529.3% | +2,103.8% | -1,574.5% | -95.1% |
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