+95.0%
QQQM vs MS
+144.2%
-49.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.3% |
| 30D | -0.7% | 0.0% | -0.6% | -0.7% |
| 3M | +0.4% | +2.4% | -2.0% | -1.0% |
| 6M | +20.1% | +36.4% | -16.3% | +2.9% |
| YTD | +17.2% | +23.8% | -6.6% | +4.7% |
| 1Y | +24.7% | +48.6% | -23.9% | +1.6% |
| 3Y | +96.6% | +179.1% | -82.6% | +13.7% |
| 5Y | +95.0% | +144.8% | -49.8% | +14.4% |
| All | +95.0% | +144.2% | -49.1% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling