-10.9%
MP vs QS
-90.5%
+79.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.2% | +8.7% | +5.3% |
| 7D | +9.5% | -14.0% | +23.5% | +15.0% |
| 30D | -3.0% | -6.4% | +3.4% | -1.3% |
| 3M | -30.4% | -40.3% | +9.9% | -17.1% |
| 6M | -39.2% | -57.5% | +18.3% | -19.5% |
| YTD | -23.3% | -64.7% | +41.4% | +7.1% |
| 1Y | -32.6% | -72.9% | +40.2% | +2.4% |
| 3Y | +159.3% | -33.5% | +192.7% | +143.3% |
| All | -10.9% | -90.5% | +79.6% | +48.0% |
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