+14.1%
QLD vs MSTZ
-54.5%
+68.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -1.9% |
| 7D | +7.0% | +30.8% | -23.8% | +10.7% |
| 30D | -14.3% | +41.2% | -55.5% | -9.0% |
| 3M | -16.0% | -60.9% | +44.9% | -19.3% |
| 6M | -14.2% | -15.7% | +1.4% | -6.7% |
| YTD | +12.8% | -75.2% | +88.0% | +14.6% |
| 1Y | +14.1% | -59.8% | +73.9% | +21.2% |
| All | +14.1% | -54.5% | +68.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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