+9,127.5%
QLD vs MKSI
+1,573.1%
+7,554.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | -2.7% |
| 7D | +0.6% | +1.8% | -1.2% | -0.8% |
| 30D | -0.1% | -16.8% | +16.7% | +12.3% |
| 3M | -8.4% | -21.1% | +12.7% | +3.9% |
| 6M | +32.2% | +10.8% | +21.4% | +15.4% |
| YTD | +28.9% | +63.3% | -34.4% | -16.6% |
| 1Y | +43.8% | +157.0% | -113.1% | -35.5% |
| 3Y | +176.6% | +163.7% | +12.9% | +8.4% |
| 5Y | +121.6% | +82.0% | +39.6% | +14.3% |
| 10Y | +1,652.9% | +467.2% | +1,185.7% | +239.8% |
| All | +9,127.5% | +1,573.1% | +7,554.4% | +609.7% |
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