+96.4%
QQQM vs MKSI
+84.1%
+12.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | -1.2% | -12.8% | +11.6% | +2.9% |
| 3M | -0.1% | -22.5% | +22.4% | +6.2% |
| 6M | +18.0% | +19.4% | -1.4% | +7.7% |
| YTD | +16.7% | +67.7% | -51.0% | -6.1% |
| 1Y | +23.0% | +131.4% | -108.4% | -12.8% |
| 3Y | +93.3% | +197.3% | -104.0% | +14.0% |
| All | +96.4% | +84.1% | +12.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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