+542.0%
MS vs TECH
+187.6%
+354.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +5.1% | 0.0% | +5.0% | +5.1% |
| 30D | +5.7% | +0.4% | +5.3% | +5.5% |
| 3M | -12.2% | +1.0% | -13.2% | -12.4% |
| 6M | -0.5% | +62.7% | -63.2% | -16.1% |
| YTD | +9.8% | +24.3% | -14.5% | -0.5% |
| 1Y | +17.7% | +20.5% | -2.8% | +7.6% |
| 3Y | +176.8% | +29.3% | +147.5% | +131.7% |
| 5Y | +123.7% | -41.0% | +164.7% | +148.7% |
| All | +542.0% | +187.6% | +354.4% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling