+80.7%
QQQ vs MAS
+58.1%
+22.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | -5.0% | +2.0% | -6.9% | -5.4% |
| 30D | -13.4% | +19.4% | -32.8% | -17.1% |
| 3M | -8.1% | +9.4% | -17.5% | -10.3% |
| 6M | -5.5% | +15.3% | -20.8% | -9.4% |
| YTD | +7.2% | +31.3% | -24.1% | -2.0% |
| 1Y | +7.8% | +34.9% | -27.1% | -2.4% |
| 3Y | +80.7% | +58.6% | +22.1% | +54.1% |
| All | +80.7% | +58.1% | +22.6% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling