+152.5%
QQQM vs MS
+406.0%
-253.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +1.3% | +3.0% | -1.7% | -0.2% |
| 6M | +18.2% | +35.7% | -17.5% | +3.5% |
| YTD | +16.9% | +23.3% | -6.4% | +6.1% |
| 1Y | +24.0% | +44.7% | -20.6% | +5.0% |
| 3Y | +96.0% | +178.0% | -82.0% | +24.4% |
| 5Y | +95.2% | +143.2% | -48.0% | +24.5% |
| All | +152.5% | +406.0% | -253.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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