+258.3%
MAR vs QS
-43.2%
+301.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.4% |
| 7D | -1.7% | +2.2% | -3.9% | -1.9% |
| 30D | -6.9% | -8.1% | +1.2% | -6.5% |
| 3M | -15.8% | -27.0% | +11.2% | -14.4% |
| 6M | +1.9% | -16.4% | +18.4% | +2.4% |
| YTD | +6.6% | -46.4% | +53.0% | +9.8% |
| 1Y | +23.7% | -41.1% | +64.8% | +25.2% |
| 3Y | +64.6% | -18.6% | +83.2% | +55.5% |
| 5Y | +156.4% | -73.0% | +229.4% | +148.3% |
| All | +258.3% | -43.2% | +301.5% | +242.3% |
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 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