+808.5%
MS vs QLD
+1,646.9%
-838.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -0.3% | -0.1% | -0.1% | -0.3% |
| 3M | +0.3% | -8.4% | +8.7% | +3.0% |
| 6M | +31.3% | +32.2% | -0.9% | +14.8% |
| YTD | +24.7% | +28.9% | -4.2% | +10.1% |
| 1Y | +47.9% | +43.8% | +4.1% | +24.1% |
| 3Y | +178.3% | +176.6% | +1.7% | +69.7% |
| 5Y | +144.9% | +121.6% | +23.3% | +51.5% |
| All | +808.5% | +1,646.9% | -838.4% | +90.9% |
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