-60.0%
QID vs MSTZ
-99.2%
+39.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | -1.9% | -23.6% | +21.6% | +0.3% |
| 30D | +1.7% | -60.7% | +62.4% | +11.2% |
| 3M | -3.9% | -58.3% | +54.3% | +1.9% |
| 6M | -30.0% | -60.0% | +30.0% | -27.1% |
| YTD | -28.2% | -75.2% | +47.0% | -25.1% |
| 1Y | -35.6% | -19.9% | -15.8% | -43.9% |
| All | -60.0% | -99.2% | +39.1% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling