+96.6%
QQQM vs MS
+181.7%
-85.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.5% |
| 30D | -0.7% | 0.0% | -0.6% | -0.7% |
| 3M | +0.4% | +2.4% | -2.0% | -0.8% |
| 6M | +20.1% | +36.4% | -16.3% | +5.3% |
| YTD | +17.2% | +23.8% | -6.6% | +6.5% |
| 1Y | +24.7% | +48.6% | -23.9% | +4.7% |
| 3Y | +96.6% | +179.1% | -82.6% | +34.3% |
| All | +96.6% | +181.7% | -85.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling