+534.7%
QQQ vs MA
+567.5%
-32.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | +3.6% | +1.3% | +2.3% | +2.9% |
| 30D | -6.7% | +9.6% | -16.3% | -11.5% |
| 3M | -7.0% | +16.8% | -23.8% | -15.0% |
| 6M | -4.7% | +35.2% | -39.9% | -20.2% |
| YTD | +11.1% | +16.6% | -5.5% | +0.3% |
| 1Y | +12.3% | +19.8% | -7.5% | -0.4% |
| 3Y | +83.3% | +70.7% | +12.6% | +30.8% |
| 5Y | +77.5% | +87.4% | -9.9% | +18.7% |
| All | +534.7% | +567.5% | -32.8% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling