+885.0%
MSFT vs QID
-99.1%
+984.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.2% |
| 7D | -1.0% | -1.9% | +0.9% | -2.0% |
| 30D | -2.7% | +1.7% | -4.4% | -1.7% |
| 3M | +22.1% | -3.9% | +26.0% | +21.0% |
| 6M | +20.6% | -30.0% | +50.6% | +2.9% |
| YTD | +2.3% | -28.2% | +30.5% | -11.0% |
| 1Y | -0.5% | -35.6% | +35.1% | -17.4% |
| 3Y | +50.5% | -74.3% | +124.8% | -13.1% |
| 5Y | +72.3% | -80.8% | +153.2% | +6.2% |
| 10Y | +885.0% | -99.2% | +984.2% | +58.9% |
| All | +885.0% | -99.1% | +984.1% | +58.9% |
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