+140.2%
MAS vs TECH
+187.6%
-47.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -5.6% | +0.7% | -6.3% | -5.8% |
| 3M | +4.4% | +36.3% | -31.9% | -6.7% |
| 6M | +7.2% | +25.6% | -18.4% | -3.2% |
| YTD | +16.1% | +23.7% | -7.6% | +4.9% |
| 1Y | +0.1% | +37.6% | -37.5% | -13.6% |
| 3Y | +28.3% | -6.6% | +34.9% | +22.9% |
| 5Y | +30.5% | -42.2% | +72.7% | +43.5% |
| All | +140.2% | +187.6% | -47.4% | +26.6% |
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