+102.7%
MO vs QS
-74.9%
+177.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.3% |
| 7D | +0.1% | -3.6% | +3.8% | +0.1% |
| 30D | +7.1% | -17.2% | +24.4% | +7.1% |
| 3M | -2.0% | -27.0% | +25.0% | -2.0% |
| 6M | +7.3% | -24.6% | +31.9% | +7.2% |
| YTD | +23.5% | -49.3% | +72.8% | +23.6% |
| 1Y | +11.0% | -40.3% | +51.3% | +10.7% |
| 3Y | +95.0% | -23.8% | +118.8% | +91.3% |
| All | +102.7% | -74.9% | +177.6% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling