+86.7%
QLD vs MAS
+48.4%
+38.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.8% | -2.0% |
| 7D | -9.4% | +14.2% | -23.6% | -17.9% |
| 30D | -17.1% | +26.8% | -43.9% | -30.8% |
| 3M | -10.4% | +13.1% | -23.5% | -19.1% |
| 6M | +0.7% | +27.9% | -27.2% | -18.5% |
| YTD | +17.7% | +38.7% | -20.9% | -13.6% |
| 1Y | +14.7% | +40.4% | -25.7% | -17.1% |
| 3Y | +169.6% | +66.1% | +103.5% | +51.8% |
| 5Y | +86.7% | +47.4% | +39.2% | +24.3% |
| All | +86.7% | +48.4% | +38.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling