+503.4%
QQQ vs MAS
+214.9%
+288.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -5.0% | +2.4% | -7.3% | -5.9% |
| 30D | -13.4% | +19.8% | -33.3% | -19.7% |
| 3M | -8.1% | +9.8% | -17.9% | -12.0% |
| 6M | -5.5% | +15.8% | -21.3% | -12.2% |
| YTD | +7.2% | +31.8% | -24.6% | -7.1% |
| 1Y | +7.8% | +35.4% | -27.6% | -7.9% |
| 3Y | +80.7% | +59.2% | +21.5% | +38.4% |
| 5Y | +69.6% | +41.2% | +28.4% | +34.1% |
| All | +503.4% | +214.9% | +288.5% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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