+112.4%
MS vs QID
-74.8%
+187.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.5% |
| 7D | -1.6% | +9.4% | -11.0% | +2.4% |
| 30D | -3.8% | +31.2% | -35.0% | +7.6% |
| 3M | -14.6% | +17.4% | -32.0% | -8.1% |
| 6M | -5.1% | +8.4% | -13.5% | +0.7% |
| YTD | +4.5% | -15.8% | +20.3% | +2.1% |
| 1Y | +13.5% | -16.3% | +29.9% | +11.2% |
| 3Y | +160.4% | -70.4% | +230.8% | +92.4% |
| All | +112.4% | -74.8% | +187.2% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling