+94.5%
QQQ vs MSI
+97.7%
-3.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.0% | -4.0% | +5.0% | +2.7% |
| 30D | -0.6% | -0.5% | -0.2% | -0.6% |
| 3M | +1.3% | +11.4% | -10.1% | -4.0% |
| 6M | +18.1% | +1.0% | +17.2% | +16.4% |
| YTD | +16.9% | +20.7% | -3.8% | +4.3% |
| 1Y | +24.0% | -2.7% | +26.7% | +24.0% |
| 3Y | +95.6% | +68.2% | +27.4% | +36.3% |
| 5Y | +94.5% | +100.0% | -5.5% | +16.0% |
| All | +94.5% | +97.7% | -3.2% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling