+143.6%
QQQM vs MS
+350.6%
-207.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.6% |
| 7D | -0.2% | -1.7% | +1.5% | +0.6% |
| 30D | -7.5% | +0.9% | -8.4% | -7.8% |
| 3M | -3.8% | -10.8% | +7.0% | +0.8% |
| 6M | -3.0% | +0.9% | -3.9% | -3.8% |
| YTD | +12.8% | +9.8% | +3.0% | +7.4% |
| 1Y | +11.6% | +17.1% | -5.5% | +3.3% |
| 3Y | +85.9% | +175.7% | -89.8% | +18.5% |
| 5Y | +82.7% | +125.9% | -43.1% | +21.7% |
| All | +143.6% | +350.6% | -207.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling