+215.9%
MAS vs QID
-99.0%
+314.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.8% |
| 7D | +2.0% | +9.4% | -7.5% | +5.4% |
| 30D | +19.4% | +31.2% | -11.9% | +31.4% |
| 3M | +9.4% | +17.4% | -8.0% | +16.2% |
| 6M | +15.3% | +8.4% | +6.9% | +20.7% |
| YTD | +31.3% | -15.8% | +47.1% | +27.2% |
| 1Y | +34.9% | -16.3% | +51.2% | +30.6% |
| 3Y | +58.6% | -70.4% | +129.0% | +14.1% |
| 5Y | +40.7% | -74.8% | +115.5% | +9.0% |
| All | +215.9% | -99.0% | +314.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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