+141.1%
QLD vs MAGS
+118.0%
+23.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | -3.8% | -0.3% | -3.5% | -2.8% |
| 30D | -20.5% | -7.1% | -13.5% | -11.1% |
| 3M | -14.6% | -0.7% | -13.9% | -12.8% |
| 6M | -14.7% | -1.5% | -13.1% | -11.6% |
| YTD | +11.2% | +3.9% | +7.3% | +7.6% |
| 1Y | +7.1% | +3.1% | +4.0% | +5.0% |
| 3Y | +141.1% | +121.6% | +19.5% | -6.6% |
| All | +141.1% | +118.0% | +23.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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