+50.6%
MSFT vs QLD
+134.0%
-83.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.9% |
| 7D | +1.7% | -10.3% | +11.9% | +5.5% |
| 30D | +0.2% | -26.1% | +26.2% | +11.3% |
| 3M | +6.4% | -17.8% | +24.1% | +13.4% |
| 6M | +28.7% | -15.6% | +44.3% | +33.5% |
| YTD | +10.4% | +5.4% | +5.0% | +4.3% |
| 1Y | +7.6% | +5.2% | +2.4% | +1.4% |
| All | +50.6% | +134.0% | -83.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling