+92.3%
MA vs QLD
+66.7%
+25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | +2.3% | -10.3% | +12.6% | +5.0% |
| 30D | +14.7% | -26.1% | +40.7% | +23.6% |
| 3M | +13.5% | -17.8% | +31.2% | +18.5% |
| 6M | +33.1% | -15.6% | +48.7% | +35.7% |
| YTD | +15.1% | +5.4% | +9.7% | +8.8% |
| 1Y | +18.7% | +5.2% | +13.5% | +12.0% |
| 3Y | +72.1% | +139.4% | -67.4% | +16.0% |
| All | +92.3% | +66.7% | +25.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling