+505.6%
MA vs TECH
+178.6%
+327.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | +17.7% | +37.5% | -19.7% | +6.3% |
| 6M | +9.7% | +34.6% | -24.9% | -2.0% |
| YTD | +0.5% | +23.5% | -23.0% | -8.2% |
| 1Y | -2.1% | +34.4% | -36.5% | -13.7% |
| 3Y | +40.1% | +2.3% | +37.8% | +27.7% |
| 5Y | +67.5% | -41.7% | +109.2% | +88.5% |
| 10Y | +505.6% | +177.6% | +328.0% | +213.6% |
| All | +505.6% | +178.6% | +327.0% | +213.6% |
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