+43.5%
MAS vs QS
-87.0%
+130.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.2% | +3.8% | -2.6% |
| 7D | +4.6% | -2.1% | +6.7% | +4.8% |
| 30D | +19.9% | -11.6% | +31.5% | +21.3% |
| 3M | +8.9% | -25.5% | +34.4% | +12.1% |
| 6M | +20.2% | -43.4% | +63.5% | +26.2% |
| YTD | +33.9% | -60.6% | +94.4% | +45.2% |
| 1Y | +34.7% | -75.9% | +110.6% | +53.6% |
| 3Y | +60.4% | -32.5% | +92.9% | +45.1% |
| 5Y | +43.5% | -86.8% | +130.2% | +36.7% |
| All | +43.5% | -87.0% | +130.5% | +36.7% |
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