+1,520.2%
QLD vs MSI
+683.5%
+836.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +3.3% |
| 7D | -1.2% | +7.7% | -8.9% | -7.9% |
| 30D | -15.7% | +19.9% | -35.6% | -28.9% |
| 3M | -10.0% | +14.9% | -25.0% | -21.7% |
| 6M | -11.2% | +37.2% | -48.5% | -35.5% |
| YTD | +16.4% | +40.8% | -24.4% | -20.5% |
| 1Y | +12.7% | +38.1% | -25.5% | -21.7% |
| 3Y | +152.3% | +77.7% | +74.6% | +31.7% |
| 5Y | +91.8% | +129.0% | -37.3% | -21.0% |
| 10Y | +1,520.2% | +671.3% | +849.0% | +160.1% |
| All | +1,520.2% | +683.5% | +836.8% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling