+131.6%
QQQM vs MAS
+58.2%
+73.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | -5.0% | +2.0% | -6.9% | -5.6% |
| 30D | -13.4% | +19.4% | -32.8% | -18.8% |
| 3M | -8.1% | +9.4% | -17.5% | -11.3% |
| 6M | -5.4% | +15.3% | -20.8% | -11.2% |
| YTD | +7.2% | +31.3% | -24.1% | -5.4% |
| 1Y | +7.8% | +34.9% | -27.0% | -6.0% |
| 3Y | +81.2% | +58.6% | +22.6% | +41.4% |
| 5Y | +70.2% | +40.7% | +29.5% | +34.7% |
| All | +131.6% | +58.2% | +73.4% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling