+104.9%
MA vs QS
-56.5%
+161.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.6% |
| 7D | +2.3% | +5.4% | -3.1% | +2.2% |
| 30D | +14.7% | -5.3% | +20.0% | +14.8% |
| 3M | +13.5% | -22.6% | +36.1% | +14.1% |
| 6M | +33.1% | -46.2% | +79.3% | +34.8% |
| YTD | +15.1% | -58.9% | +74.0% | +17.2% |
| 1Y | +18.7% | -73.1% | +91.8% | +22.4% |
| 3Y | +72.1% | -27.2% | +99.3% | +67.0% |
| 5Y | +92.8% | -86.2% | +179.0% | +88.5% |
| All | +104.9% | -56.5% | +161.4% | +116.0% |
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 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