+56.8%
QQQI vs MTSI
+206.7%
-149.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.2% |
| 7D | -1.0% | +4.8% | -5.8% | -2.1% |
| 30D | -0.6% | -9.2% | +8.6% | +1.2% |
| 3M | +3.4% | -23.1% | +26.5% | +8.4% |
| 6M | +10.6% | +23.5% | -12.9% | +2.5% |
| YTD | +10.3% | +59.1% | -48.7% | -5.0% |
| 1Y | +16.3% | +106.9% | -90.5% | -7.6% |
| All | +56.8% | +206.7% | -149.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling