+149.4%
MAR vs QS
-74.9%
+224.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -0.5% | -3.6% | +3.1% | -0.2% |
| 30D | -5.4% | -17.2% | +11.8% | -3.8% |
| 3M | -15.5% | -27.0% | +11.5% | -13.5% |
| 6M | +3.0% | -24.6% | +27.5% | +4.5% |
| YTD | +8.5% | -49.3% | +57.9% | +14.0% |
| 1Y | +26.0% | -40.3% | +66.3% | +27.5% |
| 3Y | +68.6% | -23.8% | +92.4% | +52.7% |
| All | +149.4% | -74.9% | +224.3% | +142.9% |
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