-32.2%
MOS vs TECH
-39.6%
+7.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +22.5% | -0.1% | +22.6% | +22.5% |
| 30D | +6.6% | +0.3% | +6.3% | +6.6% |
| 3M | -3.8% | +1.0% | -4.8% | -4.0% |
| 6M | -2.2% | +28.6% | -30.8% | -8.7% |
| YTD | -4.8% | +24.1% | -28.9% | -11.0% |
| 1Y | -11.7% | +21.9% | -33.6% | -17.3% |
| 3Y | -26.5% | +25.7% | -52.2% | -33.8% |
| 5Y | -32.2% | -40.2% | +8.0% | -29.7% |
| All | -32.2% | -39.6% | +7.4% | -29.7% |
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 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