+67.5%
MA vs QS
-74.6%
+142.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.5% |
| 7D | -1.8% | +2.2% | -4.0% | -1.9% |
| 30D | +1.4% | -8.1% | +9.5% | +1.8% |
| 3M | +17.7% | -27.0% | +44.8% | +19.3% |
| 6M | +9.7% | -16.4% | +26.1% | +9.7% |
| YTD | +0.5% | -46.4% | +46.8% | +3.1% |
| 1Y | -2.1% | -41.1% | +39.0% | -1.4% |
| 3Y | +40.1% | -18.6% | +58.7% | +28.9% |
| 5Y | +67.5% | -73.0% | +140.6% | +57.3% |
| All | +67.5% | -74.6% | +142.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling