+62.6%
QLD vs MTSI
+153.3%
-90.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -18.4% | +5.6% | -1.1% |
| 7D | -18.6% | -24.6% | +6.0% | -3.1% |
| 30D | -28.3% | -45.7% | +17.4% | +3.7% |
| 3M | -20.4% | -27.7% | +7.4% | -8.4% |
| 6M | -14.3% | -37.3% | +23.0% | +5.5% |
| YTD | +2.8% | +11.1% | -8.4% | -20.4% |
| 1Y | -1.2% | +27.2% | -28.4% | -32.2% |
| 3Y | +135.3% | +153.7% | -18.3% | -19.0% |
| 5Y | +62.6% | +159.0% | -96.4% | -48.2% |
| All | +62.6% | +153.3% | -90.8% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling