+8.4%
QLD vs MSTZ
-54.6%
+63.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +7.4% |
| 7D | -1.4% | +4.3% | -5.7% | -0.3% |
| 30D | -19.6% | +30.2% | -49.7% | -15.6% |
| 3M | -14.1% | -66.9% | +52.8% | -19.3% |
| 6M | -13.6% | -26.3% | +12.7% | -7.5% |
| YTD | +12.5% | -80.1% | +92.7% | +11.3% |
| All | +8.4% | -54.6% | +63.0% | +16.2% |
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