+12.3%
QQQ vs MSFT
+9.5%
+2.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | -0.4% |
| 7D | -4.6% | +4.7% | -9.3% | -5.6% |
| 30D | -8.5% | +5.8% | -14.3% | -9.6% |
| 3M | -4.3% | +13.0% | -17.3% | -6.7% |
| 6M | +3.1% | +34.9% | -31.9% | -2.4% |
| YTD | +13.0% | +15.7% | -2.6% | +9.6% |
| 1Y | +12.3% | +9.0% | +3.3% | +12.1% |
| All | +12.3% | +9.5% | +2.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 1y: compounded portfolio wealth divided by compounded MSFT 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…
1y analysis · Full analysis span regression · 6 months rolling