-86.8%
MSTU vs TECH
-3.2%
-83.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.5% | -8.6% |
| 7D | +16.1% | +0.2% | +16.0% | +16.1% |
| 30D | +68.7% | +0.1% | +68.5% | +68.7% |
| 3M | -11.0% | +37.5% | -48.5% | -29.7% |
| 6M | -33.4% | +34.6% | -68.0% | -48.1% |
| YTD | -59.5% | +23.5% | -83.0% | -65.4% |
| 1Y | -93.4% | +34.4% | -127.7% | -94.7% |
| All | -86.8% | -3.2% | -83.6% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling