+7,256.1%
QLD vs MSI
+762.3%
+6,493.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.0% | -16.8% | -15.8% |
| 7D | -18.6% | +5.1% | -23.6% | -22.0% |
| 30D | -28.3% | +13.3% | -41.6% | -35.4% |
| 3M | -20.4% | +18.3% | -38.7% | -31.4% |
| 6M | -14.3% | +18.7% | -33.0% | -27.9% |
| YTD | +2.8% | +36.0% | -33.2% | -23.2% |
| 1Y | -1.2% | +32.6% | -33.8% | -24.7% |
| 3Y | +135.3% | +78.3% | +57.0% | +40.1% |
| 5Y | +62.6% | +121.6% | -59.0% | -15.4% |
| 10Y | +1,384.3% | +689.0% | +695.3% | +212.0% |
| All | +7,256.1% | +762.3% | +6,493.8% | +1,009.7% |
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