-32.8%
MOS vs TECH
-40.1%
+7.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +21.6% | +0.2% | +21.4% | +21.5% |
| 30D | +12.0% | +0.3% | +11.6% | +11.9% |
| 3M | -3.9% | +1.3% | -5.2% | -4.2% |
| 6M | -3.3% | +54.0% | -57.3% | -13.1% |
| YTD | -4.6% | +24.3% | -28.9% | -10.9% |
| 1Y | -7.0% | +25.8% | -32.8% | -13.6% |
| 3Y | -24.4% | +26.0% | -50.4% | -32.0% |
| All | -32.8% | -40.1% | +7.3% | -29.6% |
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 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