+94.6%
QQQM vs MA
+64.1%
+30.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -1.3% | -3.5% | +2.2% | +0.5% |
| 30D | -1.4% | +0.7% | -2.1% | -1.9% |
| 3M | +2.2% | +15.8% | -13.6% | -6.0% |
| 6M | +16.9% | +10.2% | +6.7% | +9.8% |
| YTD | +15.7% | -0.5% | +16.1% | +14.8% |
| 1Y | +22.7% | -1.8% | +24.5% | +22.2% |
| 3Y | +93.9% | +38.7% | +55.2% | +53.8% |
| 5Y | +94.6% | +67.6% | +26.9% | +35.7% |
| All | +94.6% | +64.1% | +30.5% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling