-2.5%
MS vs QLD
-13.4%
+10.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.7% | +6.8% | -1.3% |
| 7D | -3.4% | -18.6% | +15.2% | +3.7% |
| 30D | -3.9% | -28.3% | +24.4% | +7.6% |
| 3M | -15.9% | -20.4% | +4.5% | -9.2% |
| 6M | -2.5% | -14.3% | +11.8% | -1.8% |
| All | -2.5% | -13.4% | +10.9% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling