+58.4%
QLD vs MSTU
-89.5%
+147.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.7% |
| 7D | -10.3% | -4.3% | -6.0% | -9.7% |
| 30D | -26.1% | -34.6% | +8.5% | -22.4% |
| 3M | -17.8% | +39.0% | -56.8% | -24.0% |
| 6M | -15.6% | -70.5% | +54.9% | -7.9% |
| YTD | +5.4% | -68.6% | +74.0% | +7.9% |
| 1Y | +5.2% | -88.6% | +93.9% | +21.5% |
| All | +58.4% | -89.5% | +147.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling