+35.8%
MSCI vs QID
-71.4%
+107.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.8% |
| 7D | +3.0% | -7.1% | +10.1% | +1.7% |
| 30D | +17.8% | +12.6% | +5.2% | +20.7% |
| 3M | +15.2% | +14.2% | +0.9% | +18.5% |
| 6M | +16.5% | +6.2% | +10.3% | +18.6% |
| YTD | +16.4% | -21.8% | +38.2% | +10.8% |
| 1Y | +16.8% | -23.1% | +39.9% | +10.9% |
| 3Y | +35.8% | -71.3% | +107.1% | +1.8% |
| All | +35.8% | -71.4% | +107.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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