+1,631.1%
QLD vs MAS
+137.9%
+1,493.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.1% |
| 7D | +0.6% | -0.8% | +1.3% | +1.1% |
| 30D | -0.1% | -5.6% | +5.4% | +4.2% |
| 3M | -8.4% | +4.4% | -12.8% | -13.2% |
| 6M | +32.2% | +7.2% | +25.0% | +20.9% |
| YTD | +28.9% | +16.1% | +12.8% | +8.1% |
| 1Y | +43.8% | +0.1% | +43.7% | +35.4% |
| 3Y | +176.6% | +28.3% | +148.3% | +98.4% |
| 5Y | +121.6% | +30.5% | +91.1% | +58.5% |
| All | +1,631.1% | +137.9% | +1,493.2% | +676.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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