-1.2%
QLD vs MTSI
+31.6%
-32.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -18.4% | +5.6% | -5.6% |
| 7D | -18.6% | -24.6% | +6.0% | -9.4% |
| 30D | -28.3% | -45.7% | +17.4% | -10.9% |
| 3M | -20.4% | -27.7% | +7.4% | -12.5% |
| 6M | -14.3% | -37.3% | +23.0% | +0.7% |
| YTD | +2.8% | +11.1% | -8.4% | +2.7% |
| 1Y | -1.2% | +27.2% | -28.4% | -4.6% |
| All | -1.2% | +31.6% | -32.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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