+62.8%
META vs QS
-75.2%
+138.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.7% | -2.3% | +9.0% | +7.1% |
| 30D | +4.8% | -0.7% | +5.5% | +4.7% |
| 3M | -1.6% | -39.6% | +38.0% | +5.3% |
| 6M | -7.5% | -21.7% | +14.2% | -5.4% |
| YTD | -6.4% | -47.4% | +41.0% | +0.9% |
| 1Y | -17.3% | -28.4% | +11.0% | -18.4% |
| 3Y | +109.9% | -22.6% | +132.5% | +75.9% |
| All | +62.8% | -75.2% | +138.0% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling