+1,604.6%
MOD vs TECH
+187.6%
+1,417.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | 0.0% | +0.7% | -0.7% | -0.2% |
| 3M | -35.4% | +36.3% | -71.7% | -42.9% |
| 6M | -7.3% | +25.6% | -32.8% | -16.9% |
| YTD | +45.8% | +23.7% | +22.1% | +30.3% |
| 1Y | +43.1% | +37.6% | +5.5% | +21.6% |
| 3Y | +297.7% | -6.6% | +304.3% | +281.5% |
| 5Y | +1,478.8% | -42.2% | +1,521.0% | +1,663.6% |
| All | +1,604.6% | +187.6% | +1,417.0% | +665.2% |
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