+58.2%
QQQI vs MSI
+44.9%
+13.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | +0.2% | -0.5% | +0.6% | +0.2% |
| 3M | +2.3% | +11.4% | -9.1% | -0.1% |
| 6M | +11.6% | +1.0% | +10.6% | +11.3% |
| YTD | +11.3% | +20.7% | -9.3% | +5.0% |
| 1Y | +17.4% | -2.7% | +20.1% | +19.0% |
| All | +58.2% | +44.9% | +13.3% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling