+542.4%
QQQ vs MSFT
+897.9%
-355.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +6.4% | -2.4% | +8.8% | +8.0% |
| 30D | -7.5% | -3.8% | -3.7% | -5.2% |
| 3M | -4.8% | +6.4% | -11.2% | -9.0% |
| 6M | -2.5% | +28.8% | -31.3% | -19.9% |
| YTD | +12.4% | +8.8% | +3.6% | +2.5% |
| 1Y | +11.3% | +3.2% | +8.2% | +5.4% |
| 3Y | +85.0% | +44.8% | +40.2% | +34.8% |
| 5Y | +79.6% | +61.8% | +17.8% | +18.2% |
| All | +542.4% | +897.9% | -355.5% | +21.0% |
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