+906.4%
MOD vs TECH
+208.1%
+698.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -25.5% | +0.2% | -25.7% | -25.6% |
| 30D | -49.0% | +0.3% | -49.3% | -49.1% |
| 3M | -49.8% | +1.3% | -51.2% | -50.1% |
| 6M | -64.8% | +54.0% | -118.7% | -70.5% |
| YTD | -27.6% | +24.3% | -51.9% | -35.4% |
| 1Y | -35.2% | +25.8% | -61.0% | -42.4% |
| 3Y | +137.1% | +26.0% | +111.2% | +101.9% |
| 5Y | +760.3% | -40.1% | +800.4% | +849.6% |
| All | +906.4% | +208.1% | +698.2% | +344.7% |
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