+1,054.7%
QQQ vs MTSI
+1,104.2%
-49.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | +1.5% |
| 7D | -0.3% | +3.5% | -3.8% | -1.4% |
| 30D | -9.6% | -30.3% | +20.7% | -2.9% |
| 3M | -5.9% | -26.0% | +20.1% | -1.2% |
| 6M | -4.3% | -36.1% | +31.8% | +2.8% |
| YTD | +11.0% | +34.3% | -23.3% | -0.5% |
| 1Y | +11.9% | +35.3% | -23.3% | 0.0% |
| 3Y | +86.7% | +217.6% | -130.9% | +34.4% |
| 5Y | +77.1% | +210.1% | -133.0% | +26.0% |
| 10Y | +517.9% | +471.4% | +46.5% | +246.2% |
| All | +1,054.7% | +1,104.2% | -49.5% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling