+74.9%
QLD vs MSTZ
-99.3%
+174.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.4% |
| 7D | -1.2% | +31.0% | -32.2% | +2.8% |
| 30D | -15.7% | +34.0% | -49.7% | -10.9% |
| 3M | -10.0% | -67.7% | +57.7% | -16.7% |
| 6M | -11.2% | -14.9% | +3.7% | -3.0% |
| YTD | +16.4% | -79.1% | +95.4% | +16.1% |
| 1Y | +12.7% | -58.9% | +71.6% | +24.5% |
| All | +74.9% | -99.3% | +174.2% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling