+5.2%
QLD vs MSI
+32.4%
-27.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | -10.3% | +4.7% | -14.9% | -9.5% |
| 30D | -26.1% | +14.8% | -40.8% | -24.8% |
| 3M | -17.8% | +8.8% | -26.6% | -16.6% |
| 6M | -15.6% | +19.3% | -34.9% | -13.9% |
| YTD | +5.4% | +35.3% | -30.0% | +3.8% |
| 1Y | +5.2% | +33.8% | -28.5% | +12.3% |
| All | +5.2% | +32.4% | -27.2% | +12.3% |
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