+122.1%
QLD vs MKSI
+84.9%
+37.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.4% |
| 7D | +3.0% | +7.7% | -4.8% | -2.0% |
| 30D | -1.8% | -12.9% | +11.0% | +6.4% |
| 3M | -1.8% | -14.8% | +13.1% | +4.8% |
| 6M | +36.9% | +26.6% | +10.3% | +11.0% |
| YTD | +28.7% | +66.6% | -37.9% | -15.4% |
| 1Y | +41.9% | +144.6% | -102.7% | -31.0% |
| 3Y | +184.2% | +193.1% | -8.9% | +5.2% |
| 5Y | +122.1% | +88.6% | +33.5% | +24.9% |
| All | +122.1% | +84.9% | +37.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling