+161.8%
MS vs QLD
+134.4%
+27.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.7% | +6.8% | -0.6% |
| 7D | -3.4% | -18.6% | +15.2% | +5.0% |
| 30D | -3.9% | -28.3% | +24.4% | +9.9% |
| 3M | -15.9% | -20.4% | +4.5% | -8.1% |
| 6M | -2.5% | -14.3% | +11.8% | +1.9% |
| YTD | +5.1% | +2.8% | +2.3% | +1.1% |
| 1Y | +13.0% | -1.2% | +14.2% | +10.2% |
| All | +161.8% | +134.4% | +27.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling