+556.7%
QQQ vs MS
+803.8%
-247.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +2.5% | -0.9% | +0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +0.4% | +2.4% | -2.0% | -0.9% |
| 6M | +20.1% | +36.4% | -16.3% | +4.4% |
| YTD | +17.2% | +23.8% | -6.6% | +5.8% |
| 1Y | +24.7% | +48.6% | -23.9% | +3.6% |
| 3Y | +96.2% | +179.1% | -83.0% | +21.2% |
| 5Y | +94.4% | +144.8% | -50.4% | +25.1% |
| 10Y | +556.7% | +794.2% | -237.5% | +144.5% |
| All | +556.7% | +803.8% | -247.1% | +144.5% |
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