+43.7%
QQQI vs MSTU
-87.7%
+131.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -0.3% | -16.6% | +16.2% | +0.6% |
| 30D | -0.3% | +69.7% | -70.0% | -3.9% |
| 3M | +1.3% | -7.5% | +8.8% | 0.0% |
| 6M | +11.5% | -43.1% | +54.6% | +11.5% |
| YTD | +11.3% | -63.0% | +74.3% | +11.7% |
| 1Y | +16.9% | -93.8% | +110.7% | +27.8% |
| All | +43.7% | -87.7% | +131.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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