-9.6%
QQQ vs MSFT
+3.2%
-12.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.7% |
| 7D | -0.3% | +7.5% | -7.8% | -4.7% |
| 30D | -9.6% | +1.9% | -11.5% | -10.8% |
| All | -9.6% | +3.2% | -12.8% | -10.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling