+1,570.9%
QQQ vs MSFT
+1,928.7%
-357.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.5% |
| 7D | +0.4% | -2.7% | +3.0% | +2.1% |
| 30D | +0.2% | +2.7% | -2.5% | -1.7% |
| 3M | -2.8% | +17.0% | -19.8% | -13.7% |
| 6M | +18.0% | +23.8% | -5.8% | 0.0% |
| YTD | +17.3% | +4.0% | +13.3% | +10.3% |
| 1Y | +25.6% | -0.8% | +26.4% | +21.5% |
| 3Y | +93.7% | +55.6% | +38.1% | +38.5% |
| 5Y | +94.2% | +72.9% | +21.3% | +28.1% |
| 10Y | +557.9% | +875.8% | -318.0% | +42.2% |
| All | +1,570.9% | +1,928.7% | -357.8% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling