+138.2%
META vs QS
-44.4%
+182.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +6.7% | -2.3% | +9.0% | +6.9% |
| 30D | +4.8% | -0.7% | +5.5% | +4.7% |
| 3M | -1.6% | -39.6% | +38.0% | +2.1% |
| 6M | -7.5% | -21.7% | +14.2% | -6.3% |
| YTD | -6.4% | -47.4% | +41.0% | -2.5% |
| 1Y | -17.3% | -28.4% | +11.0% | -17.4% |
| 3Y | +109.9% | -22.6% | +132.5% | +96.1% |
| 5Y | +65.4% | -75.6% | +141.0% | +59.4% |
| All | +138.2% | -44.4% | +182.6% | +143.6% |
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 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