+553.1%
MA vs QLD
+1,375.1%
-822.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | +2.3% | -10.3% | +12.6% | +6.2% |
| 30D | +14.7% | -26.1% | +40.7% | +27.5% |
| 3M | +13.5% | -17.8% | +31.2% | +20.6% |
| 6M | +33.1% | -15.6% | +48.7% | +36.8% |
| YTD | +15.1% | +5.4% | +9.7% | +6.9% |
| 1Y | +18.7% | +5.2% | +13.5% | +10.0% |
| 3Y | +72.1% | +139.4% | -67.4% | +3.5% |
| 5Y | +92.8% | +66.7% | +26.1% | +26.6% |
| All | +553.1% | +1,375.1% | -822.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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