+93.9%
QQQ vs MTSI
+320.9%
-227.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +0.2% | +2.1% | -1.9% | -1.6% |
| 3M | -2.8% | -29.7% | +26.9% | +7.5% |
| 6M | +18.0% | +12.5% | +5.5% | +8.6% |
| YTD | +17.3% | +57.0% | -39.7% | -5.7% |
| 1Y | +25.6% | +103.9% | -78.3% | -10.0% |
| 3Y | +93.7% | +223.6% | -129.8% | +6.9% |
| All | +93.9% | +320.9% | -227.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling