+150.5%
MP vs QS
-28.5%
+179.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.8% | +9.8% | +4.6% |
| 7D | +11.0% | -5.6% | +16.6% | +13.0% |
| 30D | -11.7% | -5.8% | -5.9% | -10.3% |
| 3M | -30.8% | -39.2% | +8.4% | -18.4% |
| 6M | -42.9% | -53.9% | +11.0% | -27.2% |
| YTD | -25.9% | -62.8% | +36.9% | 0.0% |
| 1Y | -37.3% | -73.5% | +36.2% | -6.7% |
| All | +150.5% | -28.5% | +179.0% | +138.7% |
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 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