+163.6%
MS vs QQQI
+57.7%
+105.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +1.7% | +0.8% | +0.8% | +0.8% |
| 30D | 0.0% | +0.2% | -0.1% | -0.1% |
| 3M | +3.0% | +2.3% | +0.7% | +0.2% |
| 6M | +35.7% | +11.6% | +24.1% | +20.3% |
| YTD | +23.3% | +11.3% | +12.0% | +9.8% |
| 1Y | +44.7% | +17.4% | +27.3% | +21.8% |
| All | +163.6% | +57.7% | +105.9% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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