+154.7%
MO vs QLD
+89.4%
+65.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +0.4% | +12.5% | -12.1% | +0.6% |
| 30D | +8.9% | -15.7% | +24.6% | +8.7% |
| 3M | +23.0% | -11.9% | +34.9% | +22.8% |
| 6M | +15.0% | -10.3% | +25.2% | +14.9% |
| YTD | +41.7% | +15.6% | +26.1% | +40.7% |
| 1Y | +43.3% | +12.1% | +31.2% | +42.4% |
| 3Y | +143.2% | +150.7% | -7.5% | +127.9% |
| 5Y | +154.7% | +86.6% | +68.1% | +124.6% |
| All | +154.7% | +89.4% | +65.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling