+96.2%
QQQ vs MSI
+69.3%
+26.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.5% | -5.8% | +7.3% | +2.9% |
| 30D | -0.6% | -1.0% | +0.3% | -0.5% |
| 3M | +0.4% | +14.2% | -13.7% | -3.2% |
| 6M | +20.1% | +1.0% | +19.0% | +19.6% |
| YTD | +17.2% | +21.5% | -4.2% | +8.9% |
| 1Y | +24.7% | -2.1% | +26.8% | +26.1% |
| 3Y | +96.2% | +69.3% | +26.8% | +53.4% |
| All | +96.2% | +69.3% | +26.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling