+513.2%
MA vs QID
-99.1%
+612.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.4% |
| 7D | -3.5% | -1.9% | -1.6% | -4.2% |
| 30D | +0.8% | +1.7% | -0.9% | +1.5% |
| 3M | +14.8% | -3.9% | +18.7% | +13.5% |
| 6M | +10.0% | -30.0% | +40.0% | -4.0% |
| YTD | -0.1% | -28.2% | +28.1% | -11.6% |
| 1Y | -2.2% | -35.6% | +33.4% | -16.9% |
| 3Y | +39.3% | -74.3% | +113.5% | -14.1% |
| 5Y | +66.3% | -80.8% | +147.2% | +6.6% |
| 10Y | +513.2% | -99.2% | +612.4% | +14.4% |
| All | +513.2% | -99.1% | +612.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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