-90.8%
MSTU vs TECH
-2.6%
-88.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -27.7% | +0.1% | -27.8% | -27.8% |
| 30D | -40.3% | +0.3% | -40.6% | -40.4% |
| 3M | +26.4% | +1.0% | +25.4% | +25.9% |
| 6M | -75.7% | +54.0% | -129.7% | -82.2% |
| YTD | -71.9% | +24.3% | -96.2% | -76.0% |
| 1Y | -89.3% | +23.7% | -113.0% | -90.9% |
| All | -90.8% | -2.6% | -88.3% | -91.3% |
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