+57.4%
MAR vs QS
-71.4%
+128.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.6% |
| 7D | +7.7% | +4.5% | +3.2% | +7.5% |
| 30D | +19.4% | -4.1% | +23.5% | +19.5% |
| 3M | +23.3% | -22.1% | +45.5% | +24.7% |
| 6M | +22.8% | -38.4% | +61.2% | +25.3% |
| YTD | +37.8% | -57.5% | +95.2% | +43.4% |
| 1Y | +57.4% | -71.3% | +128.7% | +73.6% |
| All | +57.4% | -71.4% | +128.8% | +73.6% |
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