+15,936.2%
MA vs QLD
+7,183.5%
+8,752.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.7% | +10.2% | +3.2% |
| 7D | +3.2% | -18.6% | +21.7% | +12.3% |
| 30D | +15.9% | -28.3% | +44.2% | +32.9% |
| 3M | +15.2% | -20.4% | +35.5% | +25.3% |
| 6M | +32.4% | -14.3% | +46.7% | +35.6% |
| YTD | +15.6% | +2.8% | +12.9% | +7.8% |
| 1Y | +19.3% | -1.2% | +20.5% | +12.7% |
| 3Y | +73.0% | +135.3% | -62.3% | -0.2% |
| 5Y | +93.7% | +62.6% | +31.2% | +21.6% |
| 10Y | +575.0% | +1,384.3% | -809.3% | +18.8% |
| All | +15,936.2% | +7,183.5% | +8,752.6% | +1,013.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling