+12.7%
QLD vs MSI
+37.5%
-24.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +4.9% |
| 7D | -1.2% | +7.7% | -8.9% | +0.1% |
| 30D | -15.7% | +19.9% | -35.6% | -13.6% |
| 3M | -10.0% | +14.9% | -25.0% | -8.1% |
| 6M | -11.2% | +37.2% | -48.5% | -8.2% |
| YTD | +16.4% | +40.8% | -24.4% | +16.2% |
| 1Y | +12.7% | +38.1% | -25.5% | +23.4% |
| All | +12.7% | +37.5% | -24.8% | +23.4% |
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