-93.8%
MSTU vs QID
-34.8%
-59.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +85.4% |
| 3M | -7.5% | -0.7% | -6.8% | -0.5% |
| 6M | -43.1% | -29.7% | -13.4% | -67.5% |
| YTD | -63.0% | -27.9% | -35.2% | -76.2% |
| 1Y | -93.8% | -34.6% | -59.2% | -96.8% |
| All | -93.8% | -34.8% | -59.0% | -96.8% |
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