+76.9%
MSI vs QID
-72.1%
+149.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | +2.6% | -11.8% | +14.4% | +1.3% |
| 30D | +18.1% | +14.2% | +3.9% | +20.2% |
| 3M | +13.2% | +8.8% | +4.4% | +14.5% |
| 6M | +36.3% | +1.5% | +34.8% | +37.1% |
| YTD | +39.5% | -23.8% | +63.3% | +34.1% |
| 1Y | +36.9% | -22.0% | +58.9% | +32.4% |
| All | +76.9% | -72.1% | +149.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling