+1,502.1%
QLD vs MRSH
+261.5%
+1,240.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.4% |
| 7D | +7.0% | +1.4% | +5.6% | +5.5% |
| 30D | -14.3% | +16.5% | -30.8% | -27.0% |
| 3M | -16.0% | +10.8% | -26.8% | -25.5% |
| 6M | -14.2% | +32.1% | -46.3% | -39.3% |
| YTD | +12.8% | +14.5% | -1.7% | -10.4% |
| 1Y | +14.1% | +15.5% | -1.4% | -10.7% |
| 3Y | +146.0% | +9.3% | +136.6% | +92.1% |
| 5Y | +82.0% | +35.1% | +46.9% | +12.4% |
| All | +1,502.1% | +261.5% | +1,240.7% | +273.1% |
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