-88.0%
MSTU vs QID
-59.3%
-28.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +0.2% |
| 7D | -16.6% | +1.3% | -17.9% | -14.2% |
| 30D | +69.7% | +2.9% | +66.8% | +86.1% |
| 3M | -7.5% | -0.7% | -6.8% | 0.0% |
| 6M | -43.1% | -29.7% | -13.4% | -65.3% |
| YTD | -63.0% | -27.9% | -35.2% | -74.0% |
| 1Y | -93.8% | -34.6% | -59.2% | -96.0% |
| All | -88.0% | -59.3% | -28.7% | -93.4% |
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 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