+7,956.4%
QLD vs MKSI
+1,259.9%
+6,696.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.0% | -3.2% | -0.2% |
| 7D | -1.4% | +7.7% | -9.1% | -6.7% |
| 30D | -19.6% | -20.0% | +0.4% | -6.6% |
| 3M | -14.1% | -30.6% | +16.4% | +8.3% |
| 6M | -13.6% | -32.3% | +18.7% | +6.9% |
| YTD | +12.5% | +32.8% | -20.2% | -17.1% |
| 1Y | +13.1% | +37.3% | -24.1% | -19.0% |
| 3Y | +154.7% | +219.2% | -64.5% | -15.7% |
| 5Y | +81.1% | +36.1% | +45.0% | +13.3% |
| 10Y | +1,418.0% | +354.2% | +1,063.8% | +239.2% |
| All | +7,956.4% | +1,259.9% | +6,696.5% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling