+3,002.1%
MSFT vs QLD
+9,036.4%
-6,034.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.2% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +2.7% | -0.1% | +2.8% | +2.6% |
| 3M | +17.0% | -8.4% | +25.3% | +19.9% |
| 6M | +23.8% | +32.2% | -8.4% | +5.0% |
| YTD | +4.0% | +28.9% | -24.9% | -10.9% |
| 1Y | -0.8% | +43.8% | -44.7% | -20.1% |
| 3Y | +55.6% | +176.6% | -121.0% | -14.9% |
| 5Y | +72.9% | +121.6% | -48.7% | -1.3% |
| 10Y | +875.8% | +1,652.9% | -777.1% | +80.8% |
| All | +3,002.1% | +9,036.4% | -6,034.4% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling