+8,175.3%
QLD vs MKSI
+1,323.6%
+6,851.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.7% |
| 7D | +12.5% | +25.3% | -12.8% | -4.3% |
| 30D | -15.7% | -10.5% | -5.2% | -9.4% |
| 3M | -11.9% | -27.7% | +15.8% | +8.1% |
| 6M | -10.3% | -28.8% | +18.6% | +7.2% |
| YTD | +15.6% | +39.0% | -23.4% | -17.6% |
| 1Y | +12.1% | +45.2% | -33.1% | -22.8% |
| 3Y | +150.7% | +218.8% | -68.1% | -16.8% |
| 5Y | +86.6% | +38.1% | +48.5% | +15.8% |
| 10Y | +1,509.7% | +360.8% | +1,148.9% | +256.9% |
| All | +8,175.3% | +1,323.6% | +6,851.6% | +601.6% |
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