+149.3%
MO vs QLD
+1,536.4%
-1,387.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.3% | +0.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.8% |
| 30D | +8.0% | -15.7% | +23.7% | +9.5% |
| 3M | +20.9% | -10.0% | +30.9% | +21.6% |
| 6M | +16.3% | -11.2% | +27.5% | +16.5% |
| YTD | +40.7% | +16.4% | +24.4% | +36.0% |
| 1Y | +41.5% | +12.7% | +28.8% | +37.1% |
| 3Y | +141.5% | +152.3% | -10.8% | +102.4% |
| 5Y | +153.1% | +91.8% | +61.3% | +114.1% |
| 10Y | +149.3% | +1,520.2% | -1,370.9% | +18.5% |
| All | +149.3% | +1,536.4% | -1,387.1% | +18.5% |
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