+578.8%
MS vs TECH
+204.1%
+374.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | -13.0% | +0.9% | -13.8% | -13.2% |
| 6M | -2.0% | +51.0% | -53.0% | -15.4% |
| YTD | +7.8% | +24.4% | -16.6% | -2.4% |
| 1Y | +17.9% | +27.6% | -9.7% | +5.5% |
| 3Y | +174.8% | +29.9% | +144.9% | +129.5% |
| 5Y | +119.9% | -40.6% | +160.5% | +143.9% |
| 10Y | +578.8% | +196.7% | +382.1% | +210.4% |
| All | +578.8% | +204.1% | +374.7% | +210.4% |
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