+39.4%
MAS vs QS
-74.4%
+113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.9% |
| 7D | +3.0% | -14.0% | +17.0% | +4.9% |
| 30D | +22.4% | -6.4% | +28.8% | +23.4% |
| 3M | +14.5% | -40.3% | +54.7% | +20.8% |
| 6M | +27.1% | -57.5% | +84.6% | +36.9% |
| YTD | +35.8% | -64.7% | +100.4% | +43.3% |
| 1Y | +39.4% | -72.9% | +112.3% | +46.9% |
| All | +39.4% | -74.4% | +113.9% | +46.9% |
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 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