+97.5%
MO vs TECH
-42.3%
+139.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +3.6% | +0.3% | +3.3% | +3.6% |
| 3M | -3.7% | +32.9% | -36.6% | -4.4% |
| 6M | +4.5% | +32.1% | -27.6% | +3.6% |
| YTD | +21.5% | +23.4% | -1.9% | +20.7% |
| 1Y | +9.5% | +34.1% | -24.5% | +8.4% |
| 3Y | +93.6% | +2.2% | +91.4% | +92.6% |
| All | +97.5% | -42.3% | +139.7% | +96.0% |
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