+32.2%
QLD vs MRSH
+2.4%
+29.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | -0.7% |
| 7D | +0.6% | -3.6% | +4.1% | -2.0% |
| 30D | -0.1% | -3.0% | +2.9% | -2.1% |
| 3M | -8.4% | +15.8% | -24.2% | +1.4% |
| 6M | +32.2% | +1.6% | +30.6% | +41.6% |
| All | +32.2% | +2.4% | +29.8% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling