+86.4%
QQQM vs MTSI
+226.9%
-140.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | -0.4% |
| 7D | -0.2% | +7.2% | -7.4% | -2.6% |
| 30D | -7.5% | -18.4% | +11.0% | -3.6% |
| 3M | -3.8% | -16.7% | +12.9% | -1.5% |
| 6M | -3.0% | -31.7% | +28.7% | +3.6% |
| YTD | +12.8% | +45.9% | -33.1% | -5.4% |
| 1Y | +11.6% | +47.0% | -35.4% | -6.8% |
| All | +86.4% | +226.9% | -140.4% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling