-92.7%
MSTU vs TECH
+36.9%
-129.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +21.3% | +0.1% | +21.2% | +21.3% |
| 30D | +90.8% | +0.7% | +90.1% | +90.5% |
| 3M | -6.8% | +36.3% | -43.1% | -20.2% |
| 6M | -39.8% | +25.6% | -65.4% | -45.7% |
| YTD | -55.7% | +23.7% | -79.4% | -58.3% |
| 1Y | -92.7% | +37.6% | -130.3% | -93.7% |
| All | -92.7% | +36.9% | -129.6% | -93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling