+82.1%
QQQ vs MSI
+127.9%
-45.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | -0.2% | +7.7% | -7.9% | -3.3% |
| 30D | -7.5% | +19.9% | -27.4% | -14.4% |
| 3M | -3.8% | +14.9% | -18.7% | -9.6% |
| 6M | -3.0% | +37.2% | -40.2% | -16.3% |
| YTD | +12.8% | +40.8% | -28.0% | -5.9% |
| 1Y | +11.6% | +38.1% | -26.5% | -6.0% |
| 3Y | +85.6% | +77.7% | +7.9% | +28.8% |
| 5Y | +82.1% | +129.0% | -46.9% | +2.3% |
| All | +82.1% | +127.9% | -45.8% | +2.3% |
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