+72.3%
MSFT vs VGT
+134.3%
-61.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -2.2% |
| 30D | -2.7% | +0.5% | -3.2% | -3.2% |
| 3M | +22.1% | +5.3% | +16.8% | +16.0% |
| 6M | +20.6% | +32.4% | -11.9% | -5.9% |
| YTD | +2.3% | +28.6% | -26.3% | -18.2% |
| 1Y | -0.5% | +37.6% | -38.2% | -25.3% |
| 3Y | +50.5% | +125.5% | -75.0% | -29.9% |
| 5Y | +72.3% | +135.2% | -62.9% | -23.4% |
| All | +72.3% | +134.3% | -61.9% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling