+12.7%
QLD vs MSTU
-89.7%
+102.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | -1.2% | -27.7% | +26.5% | +2.8% |
| 30D | -15.7% | -40.3% | +24.6% | -10.9% |
| 3M | -10.0% | +26.4% | -36.4% | -14.9% |
| 6M | -11.2% | -75.7% | +64.5% | -1.4% |
| YTD | +16.4% | -71.9% | +88.2% | +19.7% |
| 1Y | +12.7% | -89.3% | +101.9% | +25.4% |
| All | +12.7% | -89.7% | +102.4% | +25.4% |
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 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