-2.4%
MGY vs QS
-24.7%
+22.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.4% |
| 7D | +1.8% | -5.0% | +6.8% | +1.2% |
| 30D | +6.5% | -18.3% | +24.8% | +3.8% |
| 3M | +0.3% | -26.0% | +26.3% | -2.7% |
| 6M | -2.4% | -24.0% | +21.7% | -1.5% |
| All | -2.4% | -24.7% | +22.3% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling