+53.4%
QQQM vs MSTZ
-99.1%
+152.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +0.7% |
| 7D | -0.6% | +17.0% | -17.6% | +0.4% |
| 30D | -1.2% | -61.8% | +60.6% | -5.6% |
| 3M | -0.1% | -54.6% | +54.5% | -2.2% |
| 6M | +18.0% | -59.3% | +77.2% | +16.7% |
| YTD | +16.7% | -74.6% | +91.3% | +15.5% |
| 1Y | +23.0% | -18.8% | +41.9% | +33.5% |
| All | +53.4% | -99.1% | +152.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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