+39.3%
MAS vs QS
-72.4%
+111.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | +3.6% | +8.0% | -4.4% | +2.6% |
| 30D | +23.8% | -2.8% | +26.7% | +23.8% |
| 3M | +14.4% | -28.1% | +42.5% | +17.9% |
| 6M | +19.7% | -41.0% | +60.7% | +24.2% |
| YTD | +36.0% | -57.3% | +93.2% | +40.2% |
| All | +39.3% | -72.4% | +111.7% | +42.5% |
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