+93.8%
QLD vs MSTU
-85.2%
+179.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | +0.6% | +21.3% | -20.8% | -2.5% |
| 30D | -0.1% | +90.8% | -90.9% | -9.8% |
| 3M | -8.4% | -6.8% | -1.6% | -11.2% |
| 6M | +32.2% | -39.8% | +72.0% | +32.1% |
| YTD | +28.9% | -55.7% | +84.6% | +28.5% |
| 1Y | +43.8% | -92.7% | +136.5% | +76.9% |
| All | +93.8% | -85.2% | +179.0% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling