+54.5%
MAS vs QS
-56.5%
+111.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.1% | -2.2% |
| 7D | +2.0% | +5.4% | -3.5% | +1.6% |
| 30D | +19.4% | -5.3% | +24.7% | +19.7% |
| 3M | +9.4% | -22.6% | +32.0% | +10.9% |
| 6M | +15.3% | -46.2% | +61.5% | +18.8% |
| YTD | +31.3% | -58.9% | +90.2% | +36.9% |
| 1Y | +34.9% | -73.1% | +107.9% | +43.7% |
| 3Y | +58.6% | -27.2% | +85.8% | +52.6% |
| 5Y | +40.7% | -86.2% | +126.9% | +37.2% |
| All | +54.5% | -56.5% | +111.0% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling