+542.4%
QQQ vs MSI
+663.2%
-120.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +6.4% | +2.6% | +3.8% | +5.2% |
| 30D | -7.5% | +18.1% | -25.6% | -14.3% |
| 3M | -4.8% | +13.2% | -18.0% | -10.3% |
| 6M | -2.5% | +36.3% | -38.8% | -16.2% |
| YTD | +12.4% | +39.5% | -27.1% | -5.8% |
| 1Y | +11.3% | +36.9% | -25.6% | -5.9% |
| 3Y | +85.0% | +76.1% | +8.9% | +34.7% |
| 5Y | +79.6% | +123.7% | -44.1% | +14.0% |
| All | +542.4% | +663.2% | -120.8% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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