+1,520.2%
QLD vs MKSI
+386.6%
+1,133.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.2% | +0.7% |
| 7D | -1.2% | +15.9% | -17.1% | -10.4% |
| 30D | -15.7% | -9.6% | -6.1% | -10.3% |
| 3M | -10.0% | -23.2% | +13.1% | +5.0% |
| 6M | -11.2% | -29.2% | +18.0% | +5.8% |
| YTD | +16.4% | +41.8% | -25.4% | -16.9% |
| 1Y | +12.7% | +48.7% | -36.0% | -22.4% |
| 3Y | +152.3% | +225.3% | -73.0% | -14.7% |
| 5Y | +91.8% | +43.6% | +48.2% | +18.7% |
| 10Y | +1,520.2% | +370.2% | +1,150.1% | +351.2% |
| All | +1,520.2% | +386.6% | +1,133.7% | +351.2% |
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