+9,127.5%
QLD vs MRSH
+965.8%
+8,161.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +1.8% |
| 7D | +0.6% | -3.6% | +4.1% | +4.4% |
| 30D | -0.1% | -3.0% | +2.9% | +2.6% |
| 3M | -8.4% | +15.8% | -24.2% | -24.7% |
| 6M | +32.2% | +1.6% | +30.6% | +21.8% |
| YTD | +28.9% | +1.7% | +27.2% | +16.3% |
| 1Y | +43.8% | -8.0% | +51.9% | +42.1% |
| 3Y | +176.6% | -0.3% | +176.9% | +141.7% |
| 5Y | +121.6% | +25.9% | +95.7% | +57.3% |
| 10Y | +1,652.9% | +222.0% | +1,431.0% | +380.2% |
| All | +9,127.5% | +965.8% | +8,161.7% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling