+73.9%
MSFT vs TQQQ
+100.9%
-27.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.1% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | +0.8% | -4.9% | +5.7% | +2.2% |
| 3M | +27.2% | -6.4% | +33.6% | +27.5% |
| 6M | +22.9% | +44.4% | -21.5% | +5.8% |
| YTD | +3.1% | +35.2% | -32.0% | -9.8% |
| 1Y | -0.3% | +49.5% | -49.8% | -16.4% |
| 3Y | +50.1% | +250.7% | -200.6% | -13.5% |
| All | +73.9% | +100.9% | -27.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TQQQ.
Daily Out/Under-Performance
Portfolio return minus TQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TQQQ 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 TQQQ 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