+103.0%
MO vs QLD
+1,636.2%
-1,533.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.0% | +3.0% | -5.0% | -2.3% |
| 30D | -0.3% | -1.8% | +1.6% | -0.1% |
| 3M | -2.9% | -1.8% | -1.1% | -3.2% |
| 6M | +5.8% | +36.9% | -31.1% | +0.9% |
| YTD | +22.0% | +28.7% | -6.7% | +17.1% |
| 1Y | +10.7% | +41.9% | -31.2% | +4.6% |
| 3Y | +94.4% | +184.2% | -89.8% | +60.6% |
| 5Y | +97.2% | +122.1% | -24.9% | +63.3% |
| 10Y | +103.0% | +1,646.5% | -1,543.5% | -9.5% |
| All | +103.0% | +1,636.2% | -1,533.2% | -9.5% |
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