+47.6%
MSFT vs QID
-71.7%
+119.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -1.7% |
| 7D | +2.3% | +1.8% | +0.6% | +3.5% |
| 30D | -0.4% | +21.6% | -22.0% | +8.0% |
| 3M | +5.6% | +12.6% | -7.1% | +11.5% |
| 6M | +29.0% | +6.9% | +22.1% | +34.8% |
| YTD | +10.9% | -20.5% | +31.5% | +4.4% |
| 1Y | +6.2% | -18.1% | +24.3% | +1.5% |
| 3Y | +47.6% | -70.7% | +118.3% | +1.2% |
| All | +47.6% | -71.7% | +119.3% | +1.2% |
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