+150.2%
MO vs QS
-47.0%
+197.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | -0.4% |
| 7D | -2.4% | -4.2% | +1.8% | -2.4% |
| 30D | +3.6% | -15.7% | +19.3% | +3.6% |
| 3M | -3.7% | -28.7% | +25.0% | -3.7% |
| 6M | +4.5% | -23.2% | +27.7% | +4.5% |
| YTD | +21.5% | -49.9% | +71.4% | +21.7% |
| 1Y | +9.5% | -38.8% | +48.3% | +9.4% |
| 3Y | +93.6% | -24.0% | +117.6% | +91.3% |
| 5Y | +97.5% | -75.6% | +173.1% | +95.5% |
| All | +150.2% | -47.0% | +197.2% | +148.8% |
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 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