+517.9%
QQQ vs MS
+614.4%
-96.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -9.6% | -0.9% | -8.6% | -9.2% |
| 3M | -5.9% | -13.0% | +7.0% | -0.2% |
| 6M | -4.3% | -2.0% | -2.3% | -3.8% |
| YTD | +11.0% | +7.8% | +3.2% | +6.3% |
| 1Y | +11.9% | +17.9% | -5.9% | +3.0% |
| 3Y | +86.7% | +174.8% | -88.1% | +16.1% |
| 5Y | +77.1% | +119.9% | -42.8% | +19.4% |
| 10Y | +517.9% | +578.8% | -60.9% | +184.8% |
| All | +517.9% | +614.4% | -96.5% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling