+69.8%
QQQ vs MTSI
+183.3%
-113.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.4% | -2.0% |
| 7D | -5.0% | -10.0% | +5.0% | -2.4% |
| 30D | -13.4% | -37.2% | +23.8% | -1.1% |
| 3M | -8.1% | -30.1% | +22.0% | +0.1% |
| 6M | -5.5% | -31.9% | +26.4% | +1.5% |
| YTD | +7.2% | +23.2% | -16.0% | -9.1% |
| 1Y | +7.8% | +26.4% | -18.6% | -9.9% |
| 3Y | +80.7% | +186.2% | -105.4% | -0.5% |
| All | +69.8% | +183.3% | -113.5% | -12.2% |
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