+1,516.3%
QQQ vs MSCI
+3,197.7%
-1,681.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.5% |
| 30D | -7.5% | +16.5% | -23.9% | -12.8% |
| 3M | -3.8% | +18.2% | -22.0% | -10.0% |
| 6M | -3.0% | +14.0% | -17.0% | -9.0% |
| YTD | +12.8% | +16.6% | -3.8% | +4.1% |
| 1Y | +11.6% | +14.8% | -3.2% | +3.6% |
| 3Y | +85.6% | +33.3% | +52.3% | +58.5% |
| 5Y | +82.1% | +9.1% | +73.1% | +65.0% |
| 10Y | +538.0% | +820.4% | -282.4% | +165.2% |
| All | +1,516.3% | +3,197.7% | -1,681.3% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling