-87.2%
MSTU vs TECH
+19.5%
-106.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -29.6% | +0.2% | -29.8% | -29.6% |
| 3M | +69.4% | +1.0% | +68.4% | +69.2% |
| 6M | -62.2% | +33.3% | -95.5% | -65.6% |
| YTD | -61.1% | +24.2% | -85.3% | -58.9% |
| 1Y | -87.2% | +19.7% | -106.9% | -86.5% |
| All | -87.2% | +19.5% | -106.6% | -86.5% |
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