+77.1%
QQQ vs MSCI
+4.7%
+72.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -0.3% | +1.5% | -1.7% | -0.8% |
| 30D | -9.6% | +14.4% | -24.0% | -14.4% |
| 3M | -5.9% | +15.2% | -21.1% | -11.3% |
| 6M | -4.3% | +11.2% | -15.5% | -9.6% |
| YTD | +11.0% | +13.9% | -3.0% | +2.8% |
| 1Y | +11.9% | +12.5% | -0.6% | +4.2% |
| 3Y | +86.7% | +32.3% | +54.4% | +54.4% |
| 5Y | +77.1% | +4.9% | +72.2% | +56.6% |
| All | +77.1% | +4.7% | +72.4% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling