+872.1%
MSFT vs VGT
+809.1%
+63.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.1% |
| 7D | -3.5% | -1.0% | -2.4% | -2.6% |
| 30D | -2.1% | -0.4% | -1.6% | -1.9% |
| 3M | +24.2% | +6.6% | +17.5% | +15.7% |
| 6M | +21.9% | +31.0% | -9.2% | -7.0% |
| YTD | +2.5% | +27.2% | -24.8% | -19.7% |
| 1Y | -0.8% | +34.5% | -35.2% | -26.6% |
| 3Y | +50.8% | +123.1% | -72.4% | -34.3% |
| 5Y | +73.5% | +135.1% | -61.6% | -28.6% |
| All | +872.1% | +809.1% | +63.0% | -2.5% |
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