+885.0%
MSFT vs TECH
+179.6%
+705.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -2.7% | +0.3% | -3.0% | -2.8% |
| 3M | +22.1% | +32.9% | -10.8% | +10.3% |
| 6M | +20.6% | +32.1% | -11.5% | +7.3% |
| YTD | +2.3% | +23.4% | -21.1% | -7.3% |
| 1Y | -0.5% | +34.1% | -34.6% | -13.7% |
| 3Y | +50.5% | +2.2% | +48.3% | +35.9% |
| 5Y | +72.3% | -41.8% | +114.2% | +97.5% |
| 10Y | +885.0% | +188.9% | +696.1% | +404.1% |
| All | +885.0% | +179.6% | +705.5% | +404.1% |
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