+77.5%
QQQ vs MAS
+39.9%
+37.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | +3.0% | +0.6% | +2.6% |
| 30D | -6.7% | +22.4% | -29.1% | -13.5% |
| 3M | -7.0% | +14.5% | -21.5% | -11.8% |
| 6M | -4.7% | +27.1% | -31.8% | -13.9% |
| YTD | +11.1% | +35.8% | -24.7% | -3.8% |
| 1Y | +12.3% | +39.4% | -27.1% | -4.0% |
| 3Y | +83.3% | +60.3% | +23.0% | +39.5% |
| All | +77.5% | +39.9% | +37.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling