+114.4%
MKSI vs QS
-47.4%
+161.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | +4.9% | -5.0% | +9.8% | +5.6% |
| 30D | -11.0% | -18.3% | +7.3% | -8.3% |
| 3M | -17.1% | -26.0% | +8.9% | -13.4% |
| 6M | +16.4% | -24.0% | +40.5% | +20.8% |
| YTD | +64.3% | -50.3% | +114.6% | +79.7% |
| 1Y | +137.7% | -38.0% | +175.7% | +149.8% |
| 3Y | +189.1% | -24.6% | +213.7% | +177.0% |
| 5Y | +83.1% | -75.4% | +158.6% | +82.7% |
| All | +114.4% | -47.4% | +161.8% | +131.7% |
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