+53.5%
QQQ vs MSTU
-87.2%
+140.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.1% |
| 7D | +1.0% | +12.9% | -11.9% | -0.1% |
| 30D | -0.6% | +68.3% | -69.0% | -4.9% |
| 3M | +1.3% | +0.4% | +0.9% | -0.8% |
| 6M | +18.1% | -41.5% | +59.7% | +18.0% |
| YTD | +16.9% | -61.7% | +78.6% | +17.4% |
| 1Y | +24.0% | -93.7% | +117.6% | +38.3% |
| All | +53.5% | -87.2% | +140.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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