+607.1%
MS vs QLD
+1,375.1%
-768.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.6% |
| 7D | -1.6% | -10.3% | +8.7% | +2.8% |
| 30D | -3.8% | -26.1% | +22.3% | +8.8% |
| 3M | -14.6% | -17.8% | +3.2% | -7.9% |
| 6M | -5.1% | -15.6% | +10.5% | +0.1% |
| YTD | +4.5% | +5.4% | -0.9% | -0.1% |
| 1Y | +13.5% | +5.2% | +8.3% | +8.4% |
| 3Y | +160.4% | +139.4% | +21.0% | +68.4% |
| 5Y | +112.9% | +66.7% | +46.2% | +48.8% |
| All | +607.1% | +1,375.1% | -768.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling