-85.6%
MSTU vs QID
-59.8%
-25.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.8% |
| 7D | +21.3% | -0.6% | +22.0% | +21.9% |
| 30D | +90.8% | 0.0% | +90.8% | +97.7% |
| 3M | -6.8% | +3.7% | -10.5% | +13.8% |
| 6M | -39.8% | -29.9% | -10.0% | -63.3% |
| YTD | -55.7% | -28.8% | -26.9% | -69.7% |
| 1Y | -92.7% | -37.2% | -55.5% | -95.7% |
| All | -85.6% | -59.8% | -25.8% | -92.3% |
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 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