+155.7%
MO vs TECH
+187.9%
-32.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.5% | +0.5% | +7.0% | +7.5% |
| 3M | +22.8% | +1.1% | +21.7% | +22.7% |
| 6M | +13.4% | +62.8% | -49.5% | +8.8% |
| YTD | +43.0% | +24.5% | +18.5% | +39.7% |
| 1Y | +45.2% | +20.6% | +24.6% | +42.2% |
| 3Y | +145.5% | +29.5% | +116.1% | +133.3% |
| 5Y | +157.1% | -40.9% | +198.0% | +168.4% |
| All | +155.7% | +187.9% | -32.2% | +96.9% |
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