+92.9%
QQQ vs MKSI
+190.8%
-97.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | -1.2% | -12.8% | +11.6% | +2.2% |
| 3M | -0.2% | -22.5% | +22.3% | +5.2% |
| 6M | +17.9% | +19.4% | -1.5% | +9.6% |
| YTD | +16.6% | +67.7% | -51.1% | -2.3% |
| 1Y | +23.0% | +131.4% | -108.4% | -7.4% |
| 3Y | +92.9% | +197.3% | -104.4% | +31.1% |
| All | +92.9% | +190.8% | -97.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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