+353.6%
MGY vs QS
-47.4%
+401.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +1.8% | -5.0% | +6.8% | +2.1% |
| 30D | +6.5% | -18.3% | +24.8% | +7.6% |
| 3M | +0.3% | -26.0% | +26.3% | +1.5% |
| 6M | -2.4% | -24.0% | +21.7% | -1.8% |
| YTD | +29.0% | -50.3% | +79.3% | +32.9% |
| 1Y | +17.0% | -38.0% | +55.0% | +17.7% |
| 3Y | +26.2% | -24.6% | +50.8% | +20.0% |
| 5Y | +92.3% | -75.4% | +167.8% | +86.8% |
| All | +353.6% | -47.4% | +401.0% | +332.5% |
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 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