+894.4%
MSFT vs QID
-99.1%
+993.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.4% | -4.5% |
| 7D | -6.2% | -1.1% | -5.1% | -6.2% |
| 30D | -3.7% | +14.4% | -18.1% | +4.1% |
| 3M | +3.6% | +6.7% | -3.0% | +8.6% |
| 6M | +26.8% | +2.6% | +24.2% | +32.0% |
| YTD | +8.4% | -24.2% | +32.6% | -1.7% |
| 1Y | +3.3% | -22.3% | +25.6% | -4.9% |
| 3Y | +44.3% | -72.0% | +116.3% | -12.7% |
| 5Y | +63.3% | -78.2% | +141.5% | +8.6% |
| 10Y | +894.4% | -99.1% | +993.4% | +68.8% |
| All | +894.4% | -99.1% | +993.5% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling