+2,110.3%
VGT vs MSI
+1,107.2%
+1,003.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +5.6% | +2.6% | +3.0% | +4.6% |
| 30D | -10.6% | +18.1% | -28.7% | -16.4% |
| 3M | -6.9% | +13.2% | -20.1% | -11.7% |
| 6M | +0.9% | +36.3% | -35.3% | -11.5% |
| YTD | +20.4% | +39.5% | -19.1% | +3.6% |
| 1Y | +17.4% | +36.9% | -19.5% | +1.7% |
| 3Y | +106.3% | +76.1% | +30.2% | +60.0% |
| 5Y | +107.9% | +123.7% | -15.8% | +46.2% |
| 10Y | +730.9% | +664.3% | +66.6% | +266.9% |
| All | +2,110.3% | +1,107.2% | +1,003.1% | +586.6% |
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