+106.8%
MA vs QS
-54.8%
+161.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | +1.8% | +8.0% | -6.2% | +1.6% |
| 30D | +11.8% | -2.8% | +14.7% | +11.9% |
| 3M | +17.2% | -28.1% | +45.3% | +18.1% |
| 6M | +33.4% | -41.0% | +74.4% | +34.8% |
| YTD | +16.1% | -57.3% | +73.4% | +18.2% |
| 1Y | +19.9% | -72.7% | +92.6% | +23.6% |
| 3Y | +70.1% | -18.6% | +88.7% | +64.4% |
| 5Y | +89.6% | -87.0% | +176.6% | +85.1% |
| All | +106.8% | -54.8% | +161.6% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling