+571.7%
QQQ vs MSFT
+875.0%
-303.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.0% | -1.0% | +2.0% | +1.6% |
| 30D | -0.6% | -2.7% | +2.0% | +1.0% |
| 3M | +1.3% | +22.1% | -20.8% | -13.0% |
| 6M | +18.1% | +20.6% | -2.4% | +1.2% |
| YTD | +16.9% | +2.3% | +14.6% | +11.4% |
| 1Y | +24.0% | -0.5% | +24.5% | +20.3% |
| 3Y | +95.6% | +50.5% | +45.1% | +38.1% |
| 5Y | +94.5% | +72.3% | +22.2% | +21.9% |
| 10Y | +571.7% | +885.0% | -313.3% | +30.8% |
| All | +571.7% | +875.0% | -303.2% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling