+554.8%
MA vs TECH
+204.1%
+350.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +11.3% | +0.5% | +10.8% | +11.2% |
| 3M | +16.7% | +0.9% | +15.8% | +16.4% |
| 6M | +32.8% | +51.0% | -18.3% | +16.2% |
| YTD | +15.6% | +24.4% | -8.8% | +5.4% |
| 1Y | +19.6% | +27.6% | -8.0% | +7.9% |
| 3Y | +72.1% | +29.9% | +42.2% | +42.4% |
| 5Y | +96.0% | -40.6% | +136.7% | +120.0% |
| 10Y | +554.8% | +196.7% | +358.0% | +235.3% |
| All | +554.8% | +204.1% | +350.6% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling