+9,127.5%
QLD vs MSI
+678.7%
+8,448.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +0.6% | -3.7% | +4.3% | +3.4% |
| 30D | -0.1% | +6.8% | -7.0% | -6.0% |
| 3M | -8.4% | +14.3% | -22.7% | -18.6% |
| 6M | +32.2% | -1.6% | +33.8% | +29.8% |
| YTD | +28.9% | +22.8% | +6.1% | +5.2% |
| 1Y | +43.8% | -1.1% | +44.9% | +38.2% |
| 3Y | +176.6% | +70.5% | +106.1% | +71.7% |
| 5Y | +121.6% | +102.8% | +18.8% | +24.7% |
| 10Y | +1,652.9% | +597.4% | +1,055.5% | +308.0% |
| All | +9,127.5% | +678.7% | +8,448.8% | +1,420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling