+147.9%
META vs QS
-54.8%
+202.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +3.3% | +8.0% | -4.7% | +2.6% |
| 30D | -10.8% | -2.8% | -7.9% | -10.7% |
| 3M | +7.9% | -28.1% | +36.0% | +10.6% |
| 6M | +5.4% | -41.0% | +46.4% | +9.2% |
| YTD | -2.6% | -57.3% | +54.7% | +3.1% |
| 1Y | +1.9% | -72.7% | +74.5% | +11.5% |
| 3Y | +97.0% | -18.6% | +115.6% | +82.7% |
| 5Y | +97.6% | -87.0% | +184.6% | +93.5% |
| All | +147.9% | -54.8% | +202.8% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling