+1,481.8%
QQQ vs MSI
+807.8%
+674.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | +3.2% | +0.4% | +2.3% |
| 30D | -6.7% | +17.6% | -24.3% | -12.8% |
| 3M | -7.0% | +14.5% | -21.6% | -12.3% |
| 6M | -4.7% | +34.3% | -38.9% | -16.2% |
| YTD | +11.1% | +39.7% | -28.7% | -4.9% |
| 1Y | +12.3% | +40.2% | -27.9% | -4.0% |
| 3Y | +83.3% | +77.1% | +6.2% | +40.8% |
| 5Y | +77.5% | +124.0% | -46.6% | +23.3% |
| 10Y | +528.3% | +665.5% | -137.2% | +159.1% |
| All | +1,481.8% | +807.8% | +674.0% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling