+451.2%
MS vs QID
-100.0%
+551.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -2.2% |
| 7D | -1.6% | +9.4% | -11.0% | +5.0% |
| 30D | -3.8% | +31.2% | -35.0% | +16.1% |
| 3M | -14.6% | +17.4% | -32.0% | -3.6% |
| 6M | -5.1% | +8.4% | -13.5% | +3.9% |
| YTD | +4.5% | -15.8% | +20.3% | -0.9% |
| 1Y | +13.5% | -16.3% | +29.9% | +8.0% |
| 3Y | +160.4% | -70.4% | +230.8% | +42.4% |
| 5Y | +112.9% | -74.8% | +187.6% | +28.8% |
| 10Y | +633.4% | -99.0% | +732.4% | -49.2% |
| All | +451.2% | -100.0% | +551.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling