+36.1%
MAS vs QID
-14.4%
+50.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -2.1% |
| 7D | +2.4% | +9.4% | -7.1% | +4.5% |
| 30D | +19.8% | +31.2% | -11.4% | +27.7% |
| 3M | +9.8% | +17.4% | -7.6% | +13.9% |
| 6M | +15.8% | +8.4% | +7.3% | +18.0% |
| YTD | +31.8% | -15.8% | +47.6% | +23.6% |
| All | +36.1% | -14.4% | +50.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling