+58.2%
QQQI vs MSI
+46.9%
+11.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -0.3% | -0.8% | +0.5% | -0.2% |
| 3M | +1.3% | +13.9% | -12.6% | -1.5% |
| 6M | +11.5% | +1.3% | +10.1% | +11.3% |
| YTD | +11.3% | +22.3% | -11.0% | +4.7% |
| 1Y | +16.9% | -3.9% | +20.7% | +19.3% |
| All | +58.2% | +46.9% | +11.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling