-3.0%
QQQ vs MSFT
+28.3%
-31.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.8% |
| 7D | -0.2% | -6.2% | +6.0% | +1.1% |
| 30D | -7.5% | -3.7% | -3.8% | -6.7% |
| 3M | -3.8% | +3.6% | -7.4% | -4.0% |
| 6M | -3.0% | +26.8% | -29.8% | -4.0% |
| All | -3.0% | +28.3% | -31.3% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling