+14,222.7%
MA vs QID
-100.0%
+14,322.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.3% |
| 7D | -2.7% | -0.6% | -2.1% | -3.0% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +20.4% | +3.7% | +16.7% | +23.1% |
| 6M | +11.1% | -29.9% | +41.0% | -4.7% |
| YTD | +2.0% | -28.8% | +30.7% | -11.6% |
| 1Y | -2.2% | -37.2% | +35.0% | -19.6% |
| 3Y | +41.9% | -73.7% | +115.6% | -16.2% |
| 5Y | +75.4% | -80.7% | +156.1% | +5.9% |
| 10Y | +527.5% | -99.1% | +626.7% | +11.3% |
| All | +14,222.7% | -100.0% | +14,322.7% | +719.8% |
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