+0.8%
META vs QS
-71.4%
+72.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +0.4% |
| 7D | +2.9% | +4.5% | -1.6% | +2.2% |
| 30D | -15.1% | -4.1% | -11.0% | -14.7% |
| 3M | +7.2% | -22.1% | +29.4% | +10.6% |
| 6M | +3.4% | -38.4% | +41.8% | +9.8% |
| YTD | -4.3% | -57.5% | +53.2% | +5.3% |
| 1Y | +0.8% | -71.3% | +72.1% | +19.2% |
| All | +0.8% | -71.4% | +72.2% | +19.2% |
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