+93.9%
QQQ vs MS
+145.3%
-51.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | +1.4% | -1.0% | -0.3% |
| 30D | +0.2% | -0.3% | +0.5% | +0.3% |
| 3M | -2.8% | +0.3% | -3.1% | -3.2% |
| 6M | +18.0% | +31.3% | -13.3% | +2.9% |
| YTD | +17.3% | +24.7% | -7.3% | +4.3% |
| 1Y | +25.6% | +47.9% | -22.3% | +2.3% |
| 3Y | +93.7% | +178.3% | -84.6% | +12.0% |
| All | +93.9% | +145.3% | -51.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling