+67.9%
MSFT vs QID
-76.9%
+144.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -1.6% |
| 7D | +2.3% | +1.8% | +0.6% | +3.7% |
| 30D | -0.4% | +21.6% | -22.0% | +9.7% |
| 3M | +5.6% | +12.6% | -7.1% | +12.7% |
| 6M | +29.0% | +6.9% | +22.1% | +36.1% |
| YTD | +10.9% | -20.5% | +31.5% | +3.7% |
| 1Y | +6.2% | -18.1% | +24.3% | +1.1% |
| 3Y | +47.6% | -70.7% | +118.3% | -4.4% |
| 5Y | +67.9% | -77.2% | +145.2% | +17.5% |
| All | +67.9% | -76.9% | +144.9% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling