+132.0%
MO vs QLD
+1,375.1%
-1,243.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | -2.4% | -10.3% | +7.8% | -1.5% |
| 30D | +9.7% | -26.1% | +35.8% | +12.7% |
| 3M | +14.1% | -17.8% | +31.9% | +15.8% |
| 6M | +11.9% | -15.6% | +27.4% | +12.4% |
| YTD | +38.4% | +5.4% | +33.0% | +35.1% |
| 1Y | +41.9% | +5.2% | +36.7% | +38.3% |
| 3Y | +134.5% | +139.4% | -4.9% | +96.7% |
| 5Y | +147.3% | +66.7% | +80.6% | +112.8% |
| All | +132.0% | +1,375.1% | -1,243.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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