-87.5%
MSTU vs TECH
-3.3%
-84.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.4% | -5.4% |
| 7D | +12.9% | -0.1% | +13.0% | +13.0% |
| 30D | +68.3% | +0.3% | +68.1% | +68.2% |
| 3M | +0.4% | +32.9% | -32.6% | -18.4% |
| 6M | -41.5% | +32.1% | -73.6% | -53.8% |
| YTD | -61.7% | +23.4% | -85.1% | -67.3% |
| 1Y | -93.7% | +34.1% | -127.7% | -94.9% |
| All | -87.5% | -3.3% | -84.2% | -88.1% |
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