+42.7%
MKSI vs QS
-71.4%
+114.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.5% | -12.5% | -7.7% |
| 7D | -10.7% | +4.5% | -15.2% | -12.2% |
| 30D | -30.5% | -4.1% | -26.4% | -29.6% |
| 3M | -39.2% | -22.1% | -17.0% | -33.6% |
| 6M | -33.0% | -38.4% | +5.4% | -21.2% |
| YTD | +22.3% | -57.5% | +79.8% | +53.9% |
| 1Y | +42.7% | -71.3% | +114.0% | +89.8% |
| All | +42.7% | -71.4% | +114.1% | +89.8% |
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