+16,216.5%
MA vs QID
-100.0%
+16,316.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.0% |
| 7D | +1.8% | +1.8% | 0.0% | +3.0% |
| 30D | +11.8% | +21.6% | -9.8% | +22.6% |
| 3M | +17.2% | +12.6% | +4.5% | +24.3% |
| 6M | +33.4% | +6.9% | +26.5% | +38.7% |
| YTD | +16.1% | -20.5% | +36.7% | +6.4% |
| 1Y | +19.9% | -18.1% | +38.0% | +11.7% |
| 3Y | +70.1% | -70.7% | +140.8% | +5.3% |
| 5Y | +89.6% | -77.2% | +166.9% | +24.0% |
| 10Y | +568.4% | -99.0% | +667.5% | +24.2% |
| All | +16,216.5% | -100.0% | +16,316.5% | +886.3% |
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