+1,728.6%
QLD vs MRSH
+210.0%
+1,518.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +1.4% |
| 7D | +1.9% | -5.9% | +7.7% | +8.0% |
| 30D | -1.8% | -7.3% | +5.5% | +5.3% |
| 3M | -0.1% | +7.4% | -7.5% | -10.8% |
| 6M | +32.6% | -0.7% | +33.2% | +25.0% |
| YTD | +27.9% | -3.2% | +31.1% | +21.5% |
| 1Y | +40.3% | -10.6% | +50.9% | +43.4% |
| 3Y | +182.5% | -4.6% | +187.0% | +153.6% |
| 5Y | +122.5% | +19.3% | +103.2% | +56.2% |
| 10Y | +1,728.6% | +217.3% | +1,511.3% | +401.3% |
| All | +1,728.6% | +210.0% | +1,518.5% | +401.3% |
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