+73.8%
QLD vs MSTU
-91.8%
+165.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.9% | +12.3% | +1.0% |
| 7D | +12.5% | -23.0% | +35.5% | +16.1% |
| 30D | -15.7% | -47.7% | +32.0% | -9.1% |
| 3M | -11.9% | +12.5% | -24.4% | -16.5% |
| 6M | -10.3% | -76.1% | +65.8% | +0.5% |
| YTD | +15.6% | -75.5% | +91.1% | +21.9% |
| 1Y | +12.1% | -90.1% | +102.2% | +31.5% |
| All | +73.8% | -91.8% | +165.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling