+152.5%
QQQM vs MTSI
+692.1%
-539.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | +1.0% | +11.1% | -10.1% | -2.4% |
| 30D | -0.6% | -3.7% | +3.0% | 0.0% |
| 3M | +1.3% | -20.2% | +21.5% | +7.1% |
| 6M | +18.2% | +30.8% | -12.6% | +4.3% |
| YTD | +16.9% | +67.0% | -50.1% | -6.4% |
| 1Y | +24.0% | +120.4% | -96.4% | -11.1% |
| 3Y | +96.0% | +260.4% | -164.4% | +11.0% |
| 5Y | +95.2% | +356.3% | -261.1% | -2.7% |
| All | +152.5% | +692.1% | -539.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling