+571.7%
QQQ vs MSCI
+615.8%
-44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | -0.6% | -1.2% | +0.5% | -0.3% |
| 3M | +1.3% | -8.4% | +9.7% | +4.1% |
| 6M | +18.1% | -1.0% | +19.2% | +16.6% |
| YTD | +16.9% | -2.3% | +19.1% | +15.2% |
| 1Y | +24.0% | -1.2% | +25.2% | +20.7% |
| 3Y | +95.6% | +7.9% | +87.7% | +77.0% |
| 5Y | +94.5% | -10.1% | +104.6% | +86.3% |
| 10Y | +571.7% | +631.0% | -59.3% | +157.8% |
| All | +571.7% | +615.8% | -44.0% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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