-87.5%
MSTU vs QID
-59.5%
-28.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -4.5% |
| 7D | +12.9% | -1.9% | +14.8% | +10.1% |
| 30D | +68.3% | +1.7% | +66.6% | +79.7% |
| 3M | +0.4% | -3.9% | +4.3% | +2.1% |
| 6M | -41.5% | -30.0% | -11.5% | -64.8% |
| YTD | -61.7% | -28.2% | -33.5% | -73.4% |
| 1Y | -93.7% | -35.6% | -58.0% | -96.1% |
| All | -87.5% | -59.5% | -28.1% | -93.3% |
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