+5,040.1%
QLD vs MTSI
+1,308.1%
+3,732.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -1.2% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -0.1% | +2.1% | -2.2% | -2.4% |
| 3M | -8.4% | -29.7% | +21.4% | +5.8% |
| 6M | +32.2% | +12.5% | +19.7% | +21.4% |
| YTD | +28.9% | +57.0% | -28.1% | +0.6% |
| 1Y | +43.8% | +103.9% | -60.1% | -1.3% |
| 3Y | +176.6% | +223.6% | -47.0% | +53.7% |
| 5Y | +121.6% | +321.6% | -200.0% | +12.5% |
| 10Y | +1,652.9% | +517.7% | +1,135.2% | +541.3% |
| All | +5,040.1% | +1,308.1% | +3,732.0% | +1,331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling