+67.5%
MAS vs QID
-73.2%
+140.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.5% | +5.2% |
| 7D | +14.2% | +9.8% | +4.4% | +17.0% |
| 30D | +26.8% | +18.9% | +7.9% | +32.9% |
| 3M | +13.1% | +9.6% | +3.5% | +16.2% |
| 6M | +27.9% | -7.8% | +35.7% | +26.4% |
| YTD | +38.7% | -23.3% | +62.0% | +30.9% |
| 1Y | +40.4% | -22.0% | +62.4% | +33.5% |
| All | +67.5% | -73.2% | +140.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling