+1,627.6%
QLD vs MKSI
+511.3%
+1,116.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.6% |
| 7D | -2.6% | +4.9% | -7.5% | -5.8% |
| 30D | -3.3% | -11.0% | +7.7% | +3.8% |
| 3M | +1.8% | -17.1% | +18.9% | +10.9% |
| 6M | +29.7% | +16.4% | +13.3% | +10.7% |
| YTD | +25.1% | +64.3% | -39.2% | -17.8% |
| 1Y | +37.1% | +137.7% | -100.6% | -32.7% |
| 3Y | +176.3% | +189.1% | -12.8% | +4.8% |
| 5Y | +121.0% | +83.1% | +37.8% | +17.3% |
| All | +1,627.6% | +511.3% | +1,116.3% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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