+43.5%
MAS vs QID
-73.9%
+117.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.7% | -16.2% | +0.6% |
| 7D | +4.6% | +20.2% | -15.7% | +11.3% |
| 30D | +19.9% | +35.3% | -15.4% | +32.6% |
| 3M | +8.9% | +21.3% | -12.4% | +16.5% |
| 6M | +20.2% | +6.7% | +13.4% | +24.7% |
| YTD | +33.9% | -13.6% | +47.5% | +30.7% |
| 1Y | +34.7% | -11.0% | +45.6% | +33.1% |
| 3Y | +60.4% | -69.8% | +130.2% | +15.7% |
| 5Y | +43.5% | -74.1% | +117.6% | +6.7% |
| All | +43.5% | -73.9% | +117.4% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling