+181.3%
MS vs QID
-73.9%
+255.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.2% |
| 30D | -0.3% | 0.0% | -0.3% | -0.1% |
| 3M | +0.3% | +3.7% | -3.4% | +3.5% |
| 6M | +31.3% | -29.9% | +61.2% | +15.8% |
| YTD | +24.7% | -28.8% | +53.4% | +11.4% |
| 1Y | +47.9% | -37.2% | +85.1% | +26.5% |
| All | +181.3% | -73.9% | +255.2% | +90.4% |
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