+1.9%
META vs QS
-74.1%
+76.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +3.3% | +8.0% | -4.7% | +2.2% |
| 30D | -10.8% | -2.8% | -7.9% | -10.5% |
| 3M | +7.9% | -28.1% | +36.0% | +12.6% |
| 6M | +5.4% | -41.0% | +46.4% | +12.9% |
| YTD | -2.6% | -57.3% | +54.7% | +6.8% |
| 1Y | +1.9% | -72.7% | +74.5% | +23.6% |
| All | +1.9% | -74.1% | +76.0% | +23.6% |
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