+66.2%
MSFT vs QLD
+61.4%
+4.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.7% | +9.2% | +2.0% |
| 7D | +1.1% | -18.6% | +19.7% | +10.2% |
| 30D | +1.3% | -28.3% | +29.5% | +16.4% |
| 3M | +10.2% | -20.4% | +30.5% | +20.6% |
| 6M | +30.8% | -14.3% | +45.1% | +35.9% |
| YTD | +11.5% | +2.8% | +8.8% | +5.9% |
| 1Y | +6.5% | -1.2% | +7.8% | +2.7% |
| 3Y | +55.5% | +135.3% | -79.9% | -6.8% |
| 5Y | +66.2% | +62.6% | +3.6% | +10.7% |
| All | +66.2% | +61.4% | +4.8% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling