+362.2%
MAS vs QID
-100.0%
+462.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.6% |
| 7D | -0.8% | -0.6% | -0.1% | -1.0% |
| 30D | -5.6% | 0.0% | -5.6% | -5.4% |
| 3M | +4.4% | +3.7% | +0.7% | +8.0% |
| 6M | +7.2% | -29.9% | +37.1% | -7.1% |
| YTD | +16.1% | -28.8% | +44.9% | +1.6% |
| 1Y | +0.1% | -37.2% | +37.3% | -17.2% |
| 3Y | +28.3% | -73.7% | +102.0% | -24.4% |
| 5Y | +30.5% | -80.7% | +111.2% | -21.6% |
| 10Y | +139.1% | -99.1% | +238.3% | -66.9% |
| All | +362.2% | -100.0% | +462.2% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling