+5,633.7%
QLD vs MSCI
+3,261.3%
+2,372.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -2.2% |
| 7D | -9.4% | +11.5% | -20.9% | -16.7% |
| 30D | -17.1% | +22.1% | -39.1% | -29.2% |
| 3M | -10.4% | +18.4% | -28.8% | -22.0% |
| 6M | +0.7% | +16.6% | -15.9% | -13.8% |
| YTD | +17.7% | +18.8% | -1.1% | -2.2% |
| 1Y | +14.7% | +19.0% | -4.3% | -5.1% |
| 3Y | +169.6% | +40.7% | +128.9% | +88.2% |
| 5Y | +86.7% | +7.9% | +78.7% | +65.9% |
| 10Y | +1,600.8% | +848.9% | +751.9% | +248.8% |
| All | +5,633.7% | +3,261.3% | +2,372.4% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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