+2,851.2%
MSFT vs VGT
+2,283.9%
+567.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.3% |
| 7D | -2.7% | +1.0% | -3.7% | -3.6% |
| 30D | +2.7% | +1.3% | +1.4% | +1.2% |
| 3M | +17.0% | -1.1% | +18.1% | +16.6% |
| 6M | +23.8% | +32.6% | -8.8% | -6.4% |
| YTD | +4.0% | +29.0% | -25.0% | -19.4% |
| 1Y | -0.8% | +39.7% | -40.5% | -29.1% |
| 3Y | +55.6% | +120.9% | -65.3% | -30.1% |
| 5Y | +72.9% | +133.6% | -60.7% | -26.5% |
| 10Y | +875.8% | +792.6% | +83.2% | +18.8% |
| All | +2,851.2% | +2,283.9% | +567.3% | +47.1% |
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