-5.5%
QQQ vs MS
-4.5%
-1.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.0% |
| 30D | -13.4% | -3.8% | -9.6% | -11.6% |
| 3M | -8.1% | -14.6% | +6.5% | -1.4% |
| 6M | -5.5% | -5.1% | -0.4% | -1.9% |
| All | -5.5% | -4.5% | -1.0% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling