+110.9%
MO vs QID
-99.2%
+210.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.1% |
| 7D | +0.1% | +1.3% | -1.1% | +0.3% |
| 30D | +7.1% | +2.9% | +4.2% | +7.5% |
| 3M | -2.0% | -0.7% | -1.2% | -2.0% |
| 6M | +7.3% | -29.7% | +37.0% | +3.2% |
| YTD | +23.5% | -27.9% | +51.3% | +19.1% |
| 1Y | +11.0% | -34.6% | +45.6% | +5.9% |
| 3Y | +95.0% | -73.5% | +168.5% | +66.4% |
| 5Y | +100.6% | -81.0% | +181.6% | +70.7% |
| All | +110.9% | -99.2% | +210.0% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling