+557.4%
MS vs QID
-100.0%
+657.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | 0.0% |
| 7D | +1.4% | -0.6% | +2.0% | +1.0% |
| 30D | -0.3% | 0.0% | -0.3% | 0.0% |
| 3M | +0.3% | +3.7% | -3.4% | +4.9% |
| 6M | +31.3% | -29.9% | +61.2% | +8.1% |
| YTD | +24.7% | -28.8% | +53.4% | +4.6% |
| 1Y | +47.9% | -37.2% | +85.1% | +15.7% |
| 3Y | +178.3% | -73.7% | +252.1% | +40.2% |
| 5Y | +144.9% | -80.7% | +225.6% | +22.2% |
| 10Y | +804.5% | -99.1% | +903.7% | -42.0% |
| All | +557.4% | -100.0% | +657.3% | -95.6% |
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