+2,072.9%
VGT vs MSI
+1,109.0%
+963.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +2.5% | +3.2% | -0.8% | +1.2% |
| 30D | -9.5% | +17.6% | -27.1% | -15.2% |
| 3M | -9.5% | +14.5% | -24.0% | -14.5% |
| 6M | -1.8% | +34.3% | -36.0% | -13.3% |
| YTD | +18.4% | +39.7% | -21.3% | +1.8% |
| 1Y | +18.7% | +40.2% | -21.4% | +1.9% |
| 3Y | +103.8% | +77.1% | +26.7% | +57.8% |
| 5Y | +104.4% | +124.0% | -19.7% | +43.6% |
| 10Y | +716.9% | +665.5% | +51.4% | +260.4% |
| All | +2,072.9% | +1,109.0% | +963.9% | +574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling