+889.0%
MSFT vs QLD
+1,375.1%
-486.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.3% |
| 7D | +1.7% | -10.3% | +11.9% | +6.9% |
| 30D | +0.2% | -26.1% | +26.2% | +15.5% |
| 3M | +6.4% | -17.8% | +24.1% | +15.9% |
| 6M | +28.7% | -15.6% | +44.3% | +35.6% |
| YTD | +10.4% | +5.4% | +5.0% | +3.1% |
| 1Y | +7.6% | +5.2% | +2.4% | +0.1% |
| 3Y | +52.3% | +139.4% | -87.1% | -13.8% |
| 5Y | +64.5% | +66.7% | -2.2% | +5.1% |
| All | +889.0% | +1,375.1% | -486.1% | +61.6% |
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