+101.5%
MSI vs TECH
-41.7%
+143.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +6.8% | +0.7% | +6.1% | +6.7% |
| 3M | +14.3% | +36.3% | -22.0% | +8.4% |
| 6M | -1.6% | +25.6% | -27.1% | -6.0% |
| YTD | +22.8% | +23.7% | -0.9% | +17.0% |
| 1Y | -1.1% | +37.6% | -38.7% | -8.2% |
| 3Y | +70.5% | -6.6% | +77.1% | +67.7% |
| All | +101.5% | -41.7% | +143.2% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling