+662.2%
MSI vs QID
-99.1%
+761.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | +2.6% | -11.8% | +14.4% | -0.7% |
| 30D | +18.1% | +14.2% | +3.9% | +22.9% |
| 3M | +13.2% | +8.8% | +4.4% | +16.3% |
| 6M | +36.3% | +1.5% | +34.8% | +38.2% |
| YTD | +39.5% | -23.8% | +63.3% | +30.4% |
| 1Y | +36.9% | -22.0% | +58.9% | +29.2% |
| 3Y | +76.1% | -71.9% | +148.0% | +27.4% |
| 5Y | +123.7% | -77.6% | +201.3% | +69.9% |
| All | +662.2% | -99.1% | +761.3% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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