+197.3%
MKSI vs QID
-73.7%
+271.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +0.3% |
| 7D | +2.7% | +1.3% | +1.4% | +4.1% |
| 30D | -12.8% | +2.9% | -15.7% | -9.7% |
| 3M | -22.5% | -0.7% | -21.8% | -17.7% |
| 6M | +19.4% | -29.7% | +49.1% | -5.6% |
| YTD | +67.7% | -27.9% | +95.6% | +38.4% |
| 1Y | +131.4% | -34.6% | +166.0% | +79.4% |
| 3Y | +197.3% | -73.5% | +270.9% | +44.1% |
| All | +197.3% | -73.7% | +271.1% | +44.1% |
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 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