+127.7%
MS vs QLD
+90.1%
+37.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.5% |
| 7D | +2.6% | -9.4% | +12.0% | +6.4% |
| 30D | +2.6% | -17.1% | +19.7% | +9.9% |
| 3M | -10.1% | -10.4% | +0.3% | -6.6% |
| 6M | +4.4% | +0.7% | +3.6% | +2.6% |
| YTD | +11.7% | +17.7% | -6.0% | +3.2% |
| 1Y | +20.9% | +14.7% | +6.3% | +12.6% |
| 3Y | +177.1% | +169.6% | +7.5% | +84.4% |
| 5Y | +127.7% | +86.7% | +41.1% | +52.7% |
| All | +127.7% | +90.1% | +37.6% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling