+94.5%
QQQ vs MA
+66.7%
+27.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.0% | -3.5% | +4.5% | +2.8% |
| 30D | -0.6% | +0.8% | -1.4% | -1.2% |
| 3M | +1.3% | +14.8% | -13.5% | -6.4% |
| 6M | +18.1% | +10.0% | +8.2% | +11.1% |
| YTD | +16.9% | -0.1% | +17.0% | +15.8% |
| 1Y | +24.0% | -2.2% | +26.2% | +23.9% |
| 3Y | +95.6% | +39.3% | +56.4% | +54.7% |
| 5Y | +94.5% | +66.3% | +28.2% | +35.8% |
| All | +94.5% | +66.7% | +27.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling