+73.1%
MA vs QLD
+121.5%
-48.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +1.5% | -0.1% | +1.7% | +1.4% |
| 3M | +20.4% | -8.4% | +28.8% | +21.8% |
| 6M | +11.1% | +32.2% | -21.1% | -0.3% |
| YTD | +2.0% | +28.9% | -26.9% | -8.0% |
| 1Y | -2.2% | +43.8% | -46.0% | -15.4% |
| 3Y | +41.9% | +176.6% | -134.7% | -7.1% |
| All | +73.1% | +121.5% | -48.5% | +13.8% |
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 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