+58.2%
QQQI vs MAGS
+101.1%
-42.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -0.3% | +0.6% | -1.0% | -0.7% |
| 30D | -0.3% | +3.2% | -3.5% | -2.1% |
| 3M | +1.3% | +7.7% | -6.3% | -3.1% |
| 6M | +11.5% | +12.5% | -1.0% | +3.8% |
| YTD | +11.3% | +6.0% | +5.3% | +7.1% |
| 1Y | +16.9% | +14.4% | +2.5% | +7.6% |
| All | +58.2% | +101.1% | -42.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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