+43.8%
QLD vs MSI
-0.7%
+44.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +0.6% | -3.7% | +4.3% | +0.3% |
| 30D | -0.1% | +6.8% | -7.0% | +0.2% |
| 3M | -8.4% | +14.3% | -22.7% | -7.6% |
| 6M | +32.2% | -1.6% | +33.8% | +32.8% |
| YTD | +28.9% | +22.8% | +6.1% | +29.0% |
| 1Y | +43.8% | -1.1% | +44.9% | +45.4% |
| All | +43.8% | -0.7% | +44.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling