+153.5%
QQQM vs MSCI
+73.0%
+80.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +0.2% | +0.6% | -0.3% | -0.1% |
| 3M | -2.8% | -7.1% | +4.3% | -0.8% |
| 6M | +18.1% | +0.8% | +17.2% | +15.8% |
| YTD | +17.4% | +1.0% | +16.4% | +14.4% |
| 1Y | +25.7% | +4.3% | +21.3% | +19.8% |
| 3Y | +94.1% | +9.9% | +84.2% | +75.3% |
| 5Y | +94.9% | -6.8% | +101.6% | +80.1% |
| All | +153.5% | +73.0% | +80.5% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling