+197.3%
MKSI vs QS
-24.6%
+221.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | +2.7% | -3.6% | +6.3% | +3.5% |
| 30D | -12.8% | -17.2% | +4.4% | -8.8% |
| 3M | -22.5% | -27.0% | +4.5% | -16.7% |
| 6M | +19.4% | -24.6% | +44.0% | +26.7% |
| YTD | +67.7% | -49.3% | +117.0% | +92.0% |
| 1Y | +131.4% | -40.3% | +171.7% | +150.1% |
| 3Y | +197.3% | -23.8% | +221.1% | +170.8% |
| All | +197.3% | -24.6% | +221.9% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling