-1.8%
MA vs QS
-39.8%
+38.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.5% | -5.0% | +1.5% | -3.6% |
| 30D | +0.7% | -18.3% | +19.0% | +0.3% |
| 3M | +15.8% | -26.0% | +41.8% | +15.2% |
| 6M | +10.2% | -24.0% | +34.3% | +9.3% |
| YTD | -0.5% | -50.3% | +49.8% | -1.0% |
| 1Y | -1.8% | -38.0% | +36.2% | 0.0% |
| All | -1.8% | -39.8% | +38.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling