+2,988.8%
MSFT vs VGT
+2,125.7%
+863.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.9% |
| 7D | -2.4% | +5.6% | -8.0% | -7.3% |
| 30D | -3.8% | -10.6% | +6.8% | +5.9% |
| 3M | +6.4% | -6.9% | +13.3% | +12.5% |
| 6M | +28.8% | +0.9% | +27.8% | +24.7% |
| YTD | +8.8% | +20.4% | -11.6% | -10.9% |
| 1Y | +3.2% | +17.4% | -14.2% | -13.7% |
| 3Y | +44.8% | +106.3% | -61.5% | -31.3% |
| 5Y | +61.8% | +107.9% | -46.0% | -23.9% |
| 10Y | +897.9% | +730.9% | +167.0% | +28.6% |
| All | +2,988.8% | +2,125.7% | +863.1% | +62.7% |
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