+1,479.4%
QQQ vs MKSI
+2,175.0%
-695.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.3% |
| 7D | -1.3% | +4.9% | -6.1% | -2.8% |
| 30D | -1.4% | -11.0% | +9.6% | +2.1% |
| 3M | +2.3% | -17.1% | +19.4% | +6.4% |
| 6M | +16.9% | +16.4% | +0.5% | +7.8% |
| YTD | +15.6% | +64.3% | -48.7% | -5.8% |
| 1Y | +22.6% | +137.7% | -115.1% | -13.0% |
| 3Y | +93.5% | +189.1% | -95.6% | +19.9% |
| 5Y | +93.9% | +83.1% | +10.8% | +35.1% |
| 10Y | +564.6% | +509.4% | +55.2% | +183.4% |
| All | +1,479.4% | +2,175.0% | -695.6% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling