+63.1%
MAS vs QS
-55.0%
+118.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.5% | -1.9% | +5.2% |
| 7D | +14.2% | +4.5% | +9.7% | +13.9% |
| 30D | +26.8% | -4.1% | +30.9% | +27.0% |
| 3M | +13.1% | -22.1% | +35.3% | +14.6% |
| 6M | +27.9% | -38.4% | +66.3% | +30.8% |
| YTD | +38.7% | -57.5% | +96.1% | +44.2% |
| 1Y | +40.4% | -71.3% | +111.7% | +49.0% |
| 3Y | +66.1% | -27.3% | +93.4% | +59.8% |
| 5Y | +47.4% | -86.0% | +133.4% | +43.4% |
| All | +63.1% | -55.0% | +118.2% | +71.4% |
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