+568.4%
MA vs TECH
+190.5%
+377.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +11.8% | +0.5% | +11.3% | +11.7% |
| 3M | +17.2% | +1.1% | +16.1% | +16.8% |
| 6M | +33.4% | +51.0% | -17.6% | +16.8% |
| YTD | +16.1% | +24.4% | -8.2% | +5.9% |
| 1Y | +19.9% | +27.4% | -7.5% | +8.2% |
| 3Y | +70.1% | +28.5% | +41.6% | +41.4% |
| 5Y | +89.6% | -40.9% | +130.5% | +113.2% |
| 10Y | +568.4% | +192.5% | +375.9% | +238.6% |
| All | +568.4% | +190.5% | +377.9% | +238.6% |
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