+58.2%
QQQI vs MTSI
+222.1%
-163.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -1.1% |
| 7D | +0.8% | +11.1% | -10.3% | -1.5% |
| 30D | +0.2% | -3.7% | +3.8% | +0.6% |
| 3M | +2.3% | -20.2% | +22.6% | +6.5% |
| 6M | +11.6% | +30.8% | -19.2% | +2.1% |
| YTD | +11.3% | +67.0% | -55.7% | -5.2% |
| 1Y | +17.4% | +120.4% | -103.0% | -8.1% |
| All | +58.2% | +222.1% | -163.8% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling