-87.2%
MSTU vs QID
-21.1%
-66.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.8% | +12.2% | +6.9% |
| 7D | -4.8% | +9.8% | -14.6% | +16.4% |
| 30D | -29.6% | +18.9% | -48.5% | +4.1% |
| 3M | +69.4% | +9.6% | +59.8% | +128.5% |
| 6M | -62.2% | -7.8% | -54.4% | -61.5% |
| YTD | -61.1% | -23.3% | -37.7% | -69.5% |
| 1Y | -87.2% | -22.0% | -65.1% | -89.4% |
| All | -87.2% | -21.1% | -66.1% | -89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling