+184.7%
QLD vs MKSI
+185.5%
-0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | -2.0% |
| 7D | +0.6% | +1.8% | -1.2% | -0.5% |
| 30D | -0.1% | -16.8% | +16.7% | +9.4% |
| 3M | -8.4% | -21.1% | +12.7% | +1.6% |
| 6M | +32.2% | +10.8% | +21.4% | +20.4% |
| YTD | +28.9% | +63.3% | -34.4% | -6.8% |
| 1Y | +43.8% | +157.0% | -113.1% | -22.1% |
| All | +184.7% | +185.5% | -0.8% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling