+1,570.9%
QQQ vs MAS
+457.5%
+1,113.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +0.4% | -0.8% | +1.1% | +0.6% |
| 30D | +0.2% | -5.6% | +5.8% | +2.0% |
| 3M | -2.8% | +4.4% | -7.3% | -4.8% |
| 6M | +18.0% | +7.2% | +10.8% | +14.0% |
| YTD | +17.3% | +16.1% | +1.2% | +9.7% |
| 1Y | +25.6% | +0.1% | +25.5% | +23.0% |
| 3Y | +93.7% | +28.3% | +65.4% | +71.3% |
| 5Y | +94.2% | +30.5% | +63.7% | +69.1% |
| 10Y | +557.9% | +139.1% | +418.7% | +359.1% |
| All | +1,570.9% | +457.5% | +1,113.4% | +574.8% |
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