+1,405.4%
QQQ vs MAS
+542.9%
+862.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.0% | -5.4% |
| 7D | -9.5% | +4.6% | -14.1% | -10.9% |
| 30D | -14.8% | +19.9% | -34.7% | -20.0% |
| 3M | -9.7% | +8.9% | -18.6% | -12.6% |
| 6M | -4.9% | +20.2% | -25.0% | -11.5% |
| YTD | +5.7% | +33.9% | -28.2% | -6.0% |
| 1Y | +4.3% | +34.7% | -30.4% | -7.6% |
| 3Y | +79.0% | +60.4% | +18.6% | +46.8% |
| 5Y | +67.3% | +43.5% | +23.8% | +40.8% |
| 10Y | +509.2% | +226.7% | +282.5% | +284.9% |
| All | +1,405.4% | +542.9% | +862.5% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling