+135.5%
MO vs QLD
+1,470.2%
-1,334.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.0% |
| 7D | -1.8% | -1.4% | -0.3% | -1.7% |
| 30D | +5.8% | -19.6% | +25.3% | +7.7% |
| 3M | +12.7% | -14.1% | +26.8% | +13.9% |
| 6M | +14.8% | -13.6% | +28.4% | +15.2% |
| YTD | +37.8% | +12.5% | +25.3% | +33.6% |
| 1Y | +39.5% | +13.1% | +26.3% | +35.0% |
| 3Y | +136.1% | +154.7% | -18.7% | +96.9% |
| 5Y | +148.5% | +81.1% | +67.4% | +111.8% |
| 10Y | +135.5% | +1,418.0% | -1,282.5% | +9.0% |
| All | +135.5% | +1,470.2% | -1,334.7% | +9.0% |
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