+62.4%
MSFT vs QLD
+80.9%
-18.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.2% |
| 7D | -1.3% | +7.0% | -8.3% | -4.3% |
| 30D | -1.8% | -14.3% | +12.5% | +4.2% |
| 3M | +5.6% | -16.0% | +21.6% | +12.8% |
| 6M | +29.8% | -14.2% | +44.0% | +35.1% |
| YTD | +9.0% | +12.8% | -3.7% | -0.8% |
| 1Y | +4.9% | +14.1% | -9.1% | -5.2% |
| 3Y | +46.2% | +146.0% | -99.7% | -13.9% |
| All | +62.4% | +80.9% | -18.5% | +2.8% |
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 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