+1,630.8%
MKSI vs QID
-100.0%
+1,730.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +0.9% |
| 7D | +2.7% | +1.3% | +1.4% | +3.6% |
| 30D | -12.8% | +2.9% | -15.7% | -10.7% |
| 3M | -22.5% | -0.7% | -21.8% | -18.8% |
| 6M | +19.4% | -29.7% | +49.1% | +3.2% |
| YTD | +67.7% | -27.9% | +95.6% | +49.5% |
| 1Y | +131.4% | -34.6% | +166.0% | +98.7% |
| 3Y | +197.3% | -73.5% | +270.9% | +85.2% |
| 5Y | +87.0% | -81.0% | +168.0% | +27.4% |
| 10Y | +522.1% | -99.2% | +621.2% | +13.2% |
| All | +1,630.8% | -100.0% | +1,730.8% | -24.9% |
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