+24.7%
QQQ vs MTSI
+110.2%
-85.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +1.5% | +4.9% | -3.4% | +0.6% |
| 30D | -0.6% | -11.6% | +10.9% | +1.4% |
| 3M | +0.4% | -24.1% | +24.5% | +5.0% |
| 6M | +20.1% | +32.4% | -12.4% | +13.6% |
| YTD | +17.2% | +60.4% | -43.2% | +7.0% |
| 1Y | +24.7% | +111.0% | -86.3% | +7.6% |
| All | +24.7% | +110.2% | -85.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling