+141,733.1%
MSFT vs TECH
+101,542.7%
+40,190.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +0.2% | +0.3% | -0.2% | +0.1% |
| 3M | +6.4% | +1.3% | +5.0% | +6.1% |
| 6M | +28.7% | +54.0% | -25.3% | +17.5% |
| YTD | +10.4% | +24.3% | -13.9% | +4.0% |
| 1Y | +7.6% | +25.8% | -18.2% | +0.9% |
| 3Y | +52.3% | +26.0% | +26.3% | +38.7% |
| 5Y | +64.5% | -40.1% | +104.6% | +71.6% |
| 10Y | +917.8% | +210.6% | +707.2% | +687.4% |
| All | +141,733.1% | +101,542.7% | +40,190.4% | +67,246.8% |
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