+51.8%
QQQI vs MTSI
+161.2%
-109.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.2% |
| 7D | +3.3% | +10.0% | -6.7% | +1.1% |
| 30D | -5.8% | -20.3% | +14.5% | -2.1% |
| 3M | -5.0% | -24.4% | +19.4% | -1.1% |
| 6M | -3.2% | -39.2% | +36.0% | +4.7% |
| YTD | +6.8% | +35.5% | -28.7% | -6.4% |
| 1Y | +9.0% | +43.0% | -34.0% | -6.0% |
| All | +51.8% | +161.2% | -109.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling