+8,329.0%
QLD vs MAS
+435.7%
+7,893.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.8% | -1.8% |
| 7D | -9.4% | +14.2% | -23.6% | -17.4% |
| 30D | -17.1% | +26.8% | -43.9% | -29.9% |
| 3M | -10.4% | +13.1% | -23.5% | -18.7% |
| 6M | +0.7% | +27.9% | -27.2% | -16.8% |
| YTD | +17.7% | +38.7% | -20.9% | -9.8% |
| 1Y | +14.7% | +40.4% | -25.7% | -13.2% |
| 3Y | +169.6% | +66.1% | +103.5% | +77.5% |
| 5Y | +86.7% | +47.4% | +39.2% | +36.3% |
| 10Y | +1,600.8% | +238.3% | +1,362.4% | +649.5% |
| All | +8,329.0% | +435.7% | +7,893.3% | +2,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling