+150.2%
MOS vs TECH
+101,053.8%
-100,903.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +10.4% | +0.7% | +9.7% | +10.3% |
| 3M | +12.9% | +36.3% | -23.5% | +6.5% |
| 6M | +1.2% | +25.6% | -24.3% | -3.9% |
| YTD | +9.3% | +23.7% | -14.4% | +3.8% |
| 1Y | -18.0% | +37.6% | -55.6% | -23.9% |
| 3Y | -29.0% | -6.6% | -22.4% | -30.7% |
| 5Y | -9.6% | -42.2% | +32.6% | -5.3% |
| 10Y | +6.1% | +187.6% | -181.5% | -15.7% |
| All | +150.2% | +101,053.8% | -100,903.6% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling