+578.8%
MS vs QID
-99.0%
+677.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +10.0% | +0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | -0.9% | +20.1% | -21.0% | +8.2% |
| 3M | -13.0% | +11.8% | -24.8% | -7.4% |
| 6M | -2.0% | +5.5% | -7.5% | +3.5% |
| YTD | +7.8% | -21.5% | +29.3% | +2.0% |
| 1Y | +17.9% | -22.6% | +40.5% | +11.4% |
| 3Y | +174.8% | -72.3% | +247.1% | +86.5% |
| 5Y | +119.9% | -76.9% | +196.7% | +62.3% |
| 10Y | +578.8% | -99.0% | +677.9% | +86.8% |
| All | +578.8% | -99.0% | +677.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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