+12.1%
QLD vs MSTU
-90.8%
+103.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.9% | +12.3% | +0.9% |
| 7D | +12.5% | -23.0% | +35.5% | +15.9% |
| 30D | -15.7% | -47.7% | +32.0% | -9.5% |
| 3M | -11.9% | +12.5% | -24.4% | -15.6% |
| 6M | -10.3% | -76.1% | +65.8% | 0.0% |
| YTD | +15.6% | -75.5% | +91.1% | +20.8% |
| 1Y | +12.1% | -90.1% | +102.2% | +26.2% |
| All | +12.1% | -90.8% | +103.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling