-10.3%
QLD vs MRSH
+28.0%
-38.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -1.4% |
| 7D | +12.5% | -1.8% | +14.3% | +10.8% |
| 30D | -15.7% | +16.2% | -31.9% | -2.8% |
| 3M | -11.9% | +9.5% | -21.5% | -3.7% |
| 6M | -10.3% | +27.3% | -37.6% | +17.9% |
| All | -10.3% | +28.0% | -38.3% | +17.9% |
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