+894.4%
MSFT vs QLD
+1,536.4%
-642.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -4.5% |
| 7D | -6.2% | -1.2% | -5.1% | -6.3% |
| 30D | -3.7% | -15.7% | +12.0% | +3.9% |
| 3M | +3.6% | -10.0% | +13.7% | +7.9% |
| 6M | +26.8% | -11.2% | +38.0% | +30.3% |
| YTD | +8.4% | +16.4% | -7.9% | -3.8% |
| 1Y | +3.3% | +12.7% | -9.4% | -7.2% |
| 3Y | +44.3% | +152.3% | -108.0% | -20.4% |
| 5Y | +63.3% | +91.8% | -28.4% | -3.1% |
| 10Y | +894.4% | +1,520.2% | -625.9% | +53.8% |
| All | +894.4% | +1,536.4% | -642.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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