+12.3%
QQQM vs MA
+24.3%
-12.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | +1.1% |
| 7D | -4.6% | +10.2% | -14.8% | -4.2% |
| 30D | -8.5% | +19.3% | -27.8% | -8.1% |
| 3M | -4.3% | +18.0% | -22.3% | -3.9% |
| 6M | +3.1% | +33.7% | -30.6% | +3.6% |
| YTD | +13.1% | +18.6% | -5.5% | +15.3% |
| 1Y | +12.3% | +22.5% | -10.2% | +14.4% |
| All | +12.3% | +24.3% | -12.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling