+176.1%
QLD vs MAS
+29.0%
+147.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | +0.6% | -0.8% | +1.3% | +0.9% |
| 30D | -0.1% | -5.6% | +5.4% | +2.6% |
| 3M | -8.4% | +4.4% | -12.8% | -11.3% |
| 6M | +32.2% | +7.2% | +25.0% | +25.0% |
| YTD | +28.9% | +16.1% | +12.8% | +15.0% |
| 1Y | +43.8% | +0.1% | +43.7% | +39.7% |
| All | +176.1% | +29.0% | +147.1% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling