+223.1%
BMNR vs QS
+24.8%
+198.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.5% |
| 7D | +0.2% | -3.6% | +3.9% | +1.9% |
| 30D | +39.9% | -17.2% | +57.2% | +52.3% |
| 3M | +51.5% | -27.0% | +78.5% | +72.3% |
| 6M | +18.9% | -24.6% | +43.5% | +32.8% |
| YTD | -7.8% | -49.3% | +41.5% | +21.5% |
| 1Y | -47.6% | -40.3% | -7.3% | -25.4% |
| All | +223.1% | +24.8% | +198.2% | +889.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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