+48.9%
MSFT vs VGT
+123.6%
-74.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.9% |
| 30D | -2.7% | +0.5% | -3.2% | -3.1% |
| 3M | +22.1% | +5.3% | +16.8% | +17.1% |
| 6M | +20.6% | +32.4% | -11.9% | -1.5% |
| YTD | +2.3% | +28.6% | -26.3% | -14.7% |
| 1Y | -0.5% | +37.6% | -38.2% | -21.2% |
| All | +48.9% | +123.6% | -74.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling