+42.4%
QQQI vs MSTZ
-99.1%
+141.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.6% |
| 7D | -1.0% | +24.8% | -25.8% | +0.1% |
| 30D | -0.6% | -59.2% | +58.7% | -4.0% |
| 3M | +3.4% | -56.9% | +60.2% | +1.3% |
| 6M | +10.6% | -57.6% | +68.2% | +9.7% |
| YTD | +10.3% | -73.6% | +83.9% | +9.4% |
| 1Y | +16.3% | -15.6% | +31.9% | +24.6% |
| All | +42.4% | -99.1% | +141.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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