+96.2%
QQQ vs MSFT
+53.1%
+43.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.5% | -1.4% | +2.9% | +2.1% |
| 30D | -0.6% | -1.0% | +0.4% | -0.3% |
| 3M | +0.4% | +20.2% | -19.8% | -8.2% |
| 6M | +20.1% | +21.3% | -1.2% | +8.1% |
| YTD | +17.2% | +2.8% | +14.4% | +16.0% |
| 1Y | +24.7% | 0.0% | +24.7% | +25.4% |
| 3Y | +96.2% | +51.2% | +44.9% | +49.4% |
| All | +96.2% | +53.1% | +43.0% | +49.4% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling