+154.3%
MP vs QS
-19.4%
+173.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -2.9% | -2.3% | -0.5% | -2.1% |
| 30D | +13.8% | -0.7% | +14.5% | +14.3% |
| 3M | -16.7% | -39.6% | +23.0% | -2.4% |
| 6M | -11.5% | -21.7% | +10.2% | -4.8% |
| YTD | +7.9% | -47.4% | +55.3% | +30.5% |
| 1Y | -15.0% | -28.4% | +13.3% | -8.1% |
| All | +154.3% | -19.4% | +173.7% | +136.6% |
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