+84.3%
QLD vs MRSH
+36.2%
+48.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.0% |
| 7D | -3.8% | +1.6% | -5.4% | -4.8% |
| 30D | -20.5% | +17.7% | -38.3% | -29.3% |
| 3M | -14.6% | +9.1% | -23.7% | -20.3% |
| 6M | -14.7% | +28.2% | -42.9% | -32.1% |
| YTD | +11.2% | +14.0% | -2.8% | -4.2% |
| 1Y | +7.1% | +18.7% | -11.6% | -12.3% |
| 3Y | +141.1% | +8.7% | +132.3% | +99.2% |
| 5Y | +84.3% | +35.8% | +48.5% | -0.1% |
| All | +84.3% | +36.2% | +48.0% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling