+2,994.0%
MSFT vs VGT
+2,088.1%
+905.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.7% |
| 7D | -1.3% | +2.5% | -3.7% | -3.6% |
| 30D | -1.8% | -9.5% | +7.7% | +6.8% |
| 3M | +5.6% | -9.5% | +15.1% | +14.6% |
| 6M | +29.8% | -1.8% | +31.6% | +28.8% |
| YTD | +9.0% | +18.4% | -9.4% | -9.4% |
| 1Y | +4.9% | +18.7% | -13.8% | -13.2% |
| 3Y | +46.2% | +103.8% | -57.6% | -29.9% |
| 5Y | +62.1% | +104.4% | -42.2% | -22.6% |
| 10Y | +899.6% | +716.9% | +182.7% | +30.8% |
| All | +2,994.0% | +2,088.1% | +905.9% | +65.5% |
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 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