+124.4%
VGT vs MSI
+68.0%
+56.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +1.5% | -4.0% | +5.5% | +2.5% |
| 30D | +0.5% | -0.5% | +1.0% | +0.5% |
| 3M | +5.3% | +11.4% | -6.1% | +1.7% |
| 6M | +32.4% | +1.0% | +31.5% | +31.8% |
| YTD | +28.6% | +20.7% | +7.9% | +18.3% |
| 1Y | +37.6% | -2.7% | +40.3% | +39.5% |
| All | +124.4% | +68.0% | +56.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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