+1,570.9%
QQQ vs MSI
+697.8%
+873.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.4% | -3.7% | +4.0% | +1.8% |
| 30D | +0.2% | +6.8% | -6.6% | -2.7% |
| 3M | -2.8% | +14.3% | -17.1% | -8.5% |
| 6M | +18.0% | -1.6% | +19.6% | +17.3% |
| YTD | +17.3% | +22.8% | -5.5% | +6.2% |
| 1Y | +25.6% | -1.1% | +26.7% | +23.7% |
| 3Y | +93.7% | +70.5% | +23.3% | +51.2% |
| 5Y | +94.2% | +102.8% | -8.6% | +40.7% |
| 10Y | +557.9% | +597.4% | -39.6% | +182.2% |
| All | +1,570.9% | +697.8% | +873.2% | +328.9% |
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