+93.3%
QQQM vs MAGS
+128.4%
-35.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | -0.6% | +0.6% | -1.2% | -1.0% |
| 30D | -1.2% | +3.2% | -4.4% | -3.4% |
| 3M | -0.1% | +7.7% | -7.8% | -5.3% |
| 6M | +18.0% | +12.5% | +5.5% | +8.4% |
| YTD | +16.7% | +6.0% | +10.7% | +11.7% |
| 1Y | +23.0% | +14.4% | +8.7% | +11.6% |
| 3Y | +93.3% | +127.5% | -34.2% | +9.4% |
| All | +93.3% | +128.4% | -35.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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