-75.5%
MSTU vs TECH
+55.1%
-130.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -5.0% | -5.0% |
| 7D | -25.8% | 0.0% | -25.8% | -25.8% |
| 30D | -43.9% | +0.4% | -44.3% | -43.7% |
| 3M | +2.9% | +1.0% | +1.9% | +3.3% |
| 6M | -75.5% | +62.7% | -138.2% | -79.6% |
| All | -75.5% | +55.1% | -130.6% | -79.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling