+16,141.4%
MA vs QID
-100.0%
+16,241.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -2.6% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | +11.3% | +20.1% | -8.7% | +21.4% |
| 3M | +16.7% | +11.8% | +4.9% | +23.3% |
| 6M | +32.8% | +5.5% | +27.2% | +37.3% |
| YTD | +15.6% | -21.5% | +37.2% | +5.3% |
| 1Y | +19.6% | -22.6% | +42.2% | +8.5% |
| 3Y | +72.1% | -72.3% | +144.4% | +3.8% |
| 5Y | +96.0% | -76.9% | +172.9% | +29.2% |
| 10Y | +554.8% | -99.0% | +653.8% | +23.0% |
| All | +16,141.4% | -100.0% | +16,241.4% | +876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling