-31.2%
MOS vs TECH
-41.1%
+9.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +19.7% | +0.2% | +19.4% | +19.6% |
| 30D | +21.5% | +0.5% | +21.0% | +21.4% |
| 3M | -0.4% | +0.9% | -1.3% | -0.6% |
| 6M | +4.5% | +51.0% | -46.5% | -5.5% |
| YTD | -2.9% | +24.4% | -27.3% | -9.3% |
| 1Y | -7.7% | +27.6% | -35.3% | -14.6% |
| 3Y | -25.6% | +29.9% | -55.6% | -33.6% |
| 5Y | -31.2% | -40.6% | +9.5% | -28.2% |
| All | -31.2% | -41.1% | +9.9% | -28.2% |
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 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