+1,520.2%
QLD vs MRSH
+263.4%
+1,256.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.4% |
| 7D | -1.2% | -1.4% | +0.2% | 0.0% |
| 30D | -15.7% | +17.5% | -33.3% | -28.8% |
| 3M | -10.0% | +9.1% | -19.2% | -19.0% |
| 6M | -11.2% | +29.9% | -41.1% | -36.2% |
| YTD | +16.4% | +14.3% | +2.0% | -7.4% |
| 1Y | +12.7% | +16.6% | -3.9% | -12.8% |
| 3Y | +152.3% | +9.1% | +143.2% | +97.7% |
| 5Y | +91.8% | +36.4% | +55.4% | +17.0% |
| 10Y | +1,520.2% | +262.7% | +1,257.5% | +275.7% |
| All | +1,520.2% | +263.4% | +1,256.8% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling