+16,345.9%
MA vs QLD
+8,245.8%
+8,100.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +3.1% |
| 7D | +10.2% | -9.4% | +19.6% | +14.8% |
| 30D | +19.3% | -17.1% | +36.4% | +28.8% |
| 3M | +18.0% | -10.4% | +28.4% | +22.4% |
| 6M | +33.7% | +0.7% | +33.0% | +27.9% |
| YTD | +18.6% | +17.7% | +0.8% | +4.5% |
| 1Y | +22.5% | +14.7% | +7.8% | +8.7% |
| 3Y | +77.4% | +169.6% | -92.2% | -3.3% |
| 5Y | +106.6% | +86.7% | +20.0% | +22.5% |
| 10Y | +592.2% | +1,600.8% | -1,008.5% | +15.2% |
| All | +16,345.9% | +8,245.8% | +8,100.2% | +979.3% |
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