+35.3%
MAS vs QID
-80.8%
+116.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.7% |
| 7D | -0.8% | -0.6% | -0.1% | -0.9% |
| 30D | -5.6% | 0.0% | -5.6% | -5.5% |
| 3M | +4.4% | +3.7% | +0.7% | +7.0% |
| 6M | +7.2% | -29.9% | +37.1% | -2.7% |
| YTD | +16.1% | -28.8% | +44.9% | +6.1% |
| 1Y | +0.1% | -37.2% | +37.3% | -12.0% |
| 3Y | +28.3% | -73.7% | +102.0% | -10.9% |
| All | +35.3% | -80.8% | +116.0% | -9.3% |
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