-59.8%
QID vs MSTZ
-99.1%
+39.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.3% |
| 7D | +1.3% | +17.0% | -15.8% | -0.7% |
| 30D | +2.9% | -61.8% | +64.7% | +12.9% |
| 3M | -0.7% | -54.6% | +53.9% | +4.1% |
| 6M | -29.7% | -59.3% | +29.6% | -27.0% |
| YTD | -27.9% | -74.6% | +46.7% | -25.0% |
| 1Y | -34.6% | -18.8% | -15.8% | -43.0% |
| All | -59.8% | -99.1% | +39.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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