+582.2%
MS vs QLD
+9,036.4%
-8,454.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | 0.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -0.3% | -0.1% | -0.1% | -0.3% |
| 3M | +0.3% | -8.4% | +8.7% | +3.9% |
| 6M | +31.3% | +32.2% | -0.9% | +6.2% |
| YTD | +24.7% | +28.9% | -4.2% | +2.4% |
| 1Y | +47.9% | +43.8% | +4.1% | +11.9% |
| 3Y | +178.3% | +176.6% | +1.7% | +24.4% |
| 5Y | +144.9% | +121.6% | +23.3% | +6.9% |
| 10Y | +804.5% | +1,652.9% | -848.4% | -47.6% |
| All | +582.2% | +9,036.4% | -8,454.2% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling