+95.2%
QQQM vs MSCI
-11.2%
+106.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | -0.6% | -1.2% | +0.5% | -0.3% |
| 3M | +1.3% | -8.4% | +9.7% | +3.8% |
| 6M | +18.2% | -1.0% | +19.2% | +16.7% |
| YTD | +16.9% | -2.3% | +19.2% | +15.3% |
| 1Y | +24.0% | -1.2% | +25.2% | +21.0% |
| 3Y | +96.0% | +7.9% | +88.1% | +77.7% |
| 5Y | +95.2% | -10.1% | +105.3% | +80.4% |
| All | +95.2% | -11.2% | +106.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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