+1,351.8%
QLD vs MSI
+676.2%
+675.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | -10.3% | +4.7% | -14.9% | -14.4% |
| 30D | -26.1% | +14.8% | -40.8% | -35.3% |
| 3M | -17.8% | +8.8% | -26.6% | -25.0% |
| 6M | -15.6% | +19.3% | -34.9% | -31.4% |
| YTD | +5.4% | +35.3% | -30.0% | -25.5% |
| 1Y | +5.2% | +33.8% | -28.5% | -24.9% |
| 3Y | +139.4% | +74.4% | +65.0% | +26.5% |
| 5Y | +66.7% | +120.5% | -53.8% | -29.0% |
| All | +1,351.8% | +676.2% | +675.6% | +135.2% |
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