+143.6%
QQQM vs MTSI
+591.7%
-448.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | -0.8% |
| 7D | -0.2% | +7.2% | -7.4% | -3.0% |
| 30D | -7.5% | -18.4% | +11.0% | -2.9% |
| 3M | -3.8% | -16.7% | +12.9% | -1.1% |
| 6M | -3.0% | -31.7% | +28.7% | +4.5% |
| YTD | +12.8% | +45.9% | -33.1% | -8.0% |
| 1Y | +11.6% | +47.0% | -35.4% | -9.4% |
| 3Y | +85.9% | +224.1% | -138.1% | +6.2% |
| 5Y | +82.7% | +238.5% | -155.8% | -3.2% |
| All | +143.6% | +591.7% | -448.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling