+62.6%
QLD vs MSI
+117.4%
-54.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.0% | -16.8% | -16.0% |
| 7D | -18.6% | +5.1% | -23.6% | -22.2% |
| 30D | -28.3% | +13.3% | -41.6% | -36.0% |
| 3M | -20.4% | +18.3% | -38.7% | -32.4% |
| 6M | -14.3% | +18.7% | -33.0% | -29.1% |
| YTD | +2.8% | +36.0% | -33.2% | -27.8% |
| 1Y | -1.2% | +32.6% | -33.8% | -28.7% |
| 3Y | +135.3% | +78.3% | +57.0% | +9.6% |
| 5Y | +62.6% | +121.6% | -59.0% | -45.1% |
| All | +62.6% | +117.4% | -54.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling