+36.6%
MAS vs QS
-44.4%
+81.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -0.8% | -2.3% | +1.6% | -0.6% |
| 30D | -5.6% | -0.7% | -4.8% | -5.6% |
| 3M | +4.4% | -39.6% | +44.1% | +7.1% |
| 6M | +7.2% | -21.7% | +28.9% | +8.1% |
| YTD | +16.1% | -47.4% | +63.5% | +19.4% |
| 1Y | +0.1% | -28.4% | +28.5% | 0.0% |
| 3Y | +28.3% | -22.6% | +50.9% | +22.8% |
| 5Y | +30.5% | -75.6% | +106.1% | +25.5% |
| All | +36.6% | -44.4% | +81.0% | +41.9% |
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 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