+77.1%
QQQ vs MSFT
+68.5%
+8.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +1.9% |
| 7D | -0.3% | +7.5% | -7.8% | -4.5% |
| 30D | -9.6% | +1.9% | -11.5% | -10.6% |
| 3M | -5.9% | +9.2% | -15.2% | -11.0% |
| 6M | -4.3% | +31.9% | -36.1% | -20.5% |
| YTD | +11.0% | +13.4% | -2.5% | +0.8% |
| 1Y | +11.9% | +10.6% | +1.3% | +3.4% |
| 3Y | +86.7% | +54.7% | +32.0% | +32.7% |
| 5Y | +77.1% | +69.1% | +8.0% | +16.8% |
| All | +77.1% | +68.5% | +8.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling