+210.3%
MAS vs QID
-99.0%
+309.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -2.4% |
| 7D | +2.4% | +9.4% | -7.1% | +5.8% |
| 30D | +19.8% | +31.2% | -11.4% | +31.9% |
| 3M | +9.8% | +17.4% | -7.6% | +16.7% |
| 6M | +15.8% | +8.4% | +7.3% | +21.2% |
| YTD | +31.8% | -15.8% | +47.6% | +27.7% |
| 1Y | +35.4% | -16.3% | +51.7% | +31.1% |
| 3Y | +59.2% | -70.4% | +129.6% | +14.5% |
| 5Y | +41.2% | -74.8% | +116.0% | +9.4% |
| All | +210.3% | -99.0% | +309.3% | -11.5% |
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