+1,315.8%
QLD vs MAS
+219.8%
+1,095.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.4% | -9.3% | -10.0% |
| 7D | -18.6% | +4.6% | -23.1% | -21.4% |
| 30D | -28.3% | +19.9% | -48.2% | -38.5% |
| 3M | -20.4% | +8.9% | -29.3% | -26.7% |
| 6M | -14.3% | +20.2% | -34.4% | -28.5% |
| YTD | +2.8% | +33.9% | -31.1% | -24.2% |
| 1Y | -1.2% | +34.7% | -35.9% | -27.9% |
| 3Y | +135.3% | +60.4% | +74.9% | +38.0% |
| 5Y | +62.6% | +43.5% | +19.1% | +6.5% |
| All | +1,315.8% | +219.8% | +1,095.9% | +406.0% |
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