+43.5%
MAS vs TECH
-39.6%
+83.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +4.6% | -0.1% | +4.6% | +4.6% |
| 30D | +19.9% | +0.3% | +19.6% | +19.8% |
| 3M | +8.9% | +1.0% | +7.9% | +8.5% |
| 6M | +20.2% | +28.6% | -8.4% | +8.3% |
| YTD | +33.9% | +24.1% | +9.8% | +20.8% |
| 1Y | +34.7% | +21.9% | +12.8% | +22.2% |
| 3Y | +60.4% | +25.7% | +34.7% | +36.2% |
| 5Y | +43.5% | -40.2% | +83.7% | +51.5% |
| All | +43.5% | -39.6% | +83.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling