+80.7%
QQQ vs MS
+157.8%
-77.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -5.0% | -1.6% | -3.4% | -4.3% |
| 30D | -13.4% | -3.8% | -9.6% | -11.9% |
| 3M | -8.1% | -14.6% | +6.5% | -1.8% |
| 6M | -5.5% | -5.1% | -0.4% | -3.7% |
| YTD | +7.2% | +4.5% | +2.6% | +4.1% |
| 1Y | +7.8% | +13.5% | -5.8% | +0.9% |
| 3Y | +80.7% | +160.4% | -79.7% | +28.1% |
| All | +80.7% | +157.8% | -77.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling