-34.6%
MP vs QS
-71.4%
+36.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.5% | -12.6% | -9.4% |
| 7D | -12.5% | +4.5% | -17.0% | -15.1% |
| 30D | -23.3% | -4.1% | -19.2% | -21.8% |
| 3M | -24.4% | -22.1% | -2.2% | -12.9% |
| 6M | -45.8% | -38.4% | -7.4% | -31.8% |
| YTD | -28.9% | -57.5% | +28.6% | +10.7% |
| 1Y | -34.6% | -71.3% | +36.7% | +30.9% |
| All | -34.6% | -71.4% | +36.8% | +30.9% |
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