+3,272.0%
MSFT vs QID
-100.0%
+3,372.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +1.4% |
| 7D | -1.3% | -7.1% | +5.9% | -4.6% |
| 30D | -1.8% | +12.6% | -14.5% | +5.1% |
| 3M | +5.6% | +14.2% | -8.6% | +14.4% |
| 6M | +29.8% | +6.2% | +23.6% | +37.4% |
| YTD | +9.0% | -21.8% | +30.8% | +0.7% |
| 1Y | +4.9% | -23.1% | +28.1% | -3.6% |
| 3Y | +46.2% | -71.3% | +117.5% | -8.2% |
| 5Y | +62.1% | -77.0% | +139.1% | +12.6% |
| 10Y | +899.6% | -99.0% | +998.7% | +111.7% |
| All | +3,272.0% | -100.0% | +3,372.0% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling