-33.5%
MOD vs TECH
+26.8%
-60.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | -13.9% | +0.2% | -14.2% | -14.0% |
| 30D | -41.5% | +0.5% | -42.0% | -41.6% |
| 3M | -45.7% | +0.9% | -46.6% | -45.8% |
| 6M | -61.1% | +51.0% | -112.2% | -64.6% |
| YTD | -20.5% | +24.4% | -44.9% | -29.3% |
| All | -33.5% | +26.8% | -60.3% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling