+176.8%
MS vs QID
-72.3%
+249.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | -0.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +0.9% | +14.4% | -13.5% | +8.0% |
| 3M | -10.8% | +6.7% | -17.5% | -7.0% |
| 6M | +0.9% | +2.6% | -1.7% | +5.2% |
| YTD | +9.8% | -24.2% | +34.0% | +2.0% |
| 1Y | +17.1% | -22.3% | +39.4% | +10.4% |
| All | +176.8% | -72.3% | +249.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling