+538.0%
QQQ vs MSFT
+907.9%
-369.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.8% |
| 7D | -0.2% | -6.2% | +6.0% | +4.1% |
| 30D | -7.5% | -3.7% | -3.8% | -5.3% |
| 3M | -3.8% | +3.6% | -7.4% | -6.5% |
| 6M | -3.0% | +26.8% | -29.8% | -19.4% |
| YTD | +12.8% | +8.4% | +4.3% | +3.1% |
| 1Y | +11.6% | +3.3% | +8.3% | +5.5% |
| 3Y | +85.6% | +44.3% | +41.3% | +35.6% |
| 5Y | +82.1% | +63.3% | +18.8% | +19.0% |
| 10Y | +538.0% | +894.4% | -356.4% | +21.5% |
| All | +538.0% | +907.9% | -369.9% | +21.5% |
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