+717.5%
MSI vs QID
-100.0%
+817.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.9% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | +14.3% | +3.7% | +10.6% | +16.7% |
| 6M | -1.6% | -29.9% | +28.3% | -13.6% |
| YTD | +22.8% | -28.8% | +51.6% | +8.6% |
| 1Y | -1.1% | -37.2% | +36.1% | -16.5% |
| 3Y | +70.5% | -73.7% | +144.2% | +7.8% |
| 5Y | +102.8% | -80.7% | +183.5% | +30.0% |
| 10Y | +597.4% | -99.1% | +696.5% | +36.0% |
| All | +717.5% | -100.0% | +817.5% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling