+10.6%
QQQI vs MSTU
-47.8%
+58.4%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.5% |
| 7D | -1.0% | -22.0% | +21.0% | +0.2% |
| 30D | -0.6% | +60.3% | -60.9% | -4.1% |
| 3M | +3.4% | -3.7% | +7.1% | +2.4% |
| 6M | +10.6% | -45.2% | +55.8% | +9.5% |
| All | +10.6% | -47.8% | +58.4% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling