+190.2%
MP vs QS
-56.5%
+246.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.9% |
| 7D | -10.5% | +5.4% | -15.9% | -11.8% |
| 30D | -23.5% | -5.3% | -18.2% | -22.5% |
| 3M | -25.4% | -22.6% | -2.8% | -20.3% |
| 6M | -51.3% | -46.2% | -5.1% | -43.4% |
| YTD | -29.9% | -58.9% | +29.0% | -13.2% |
| 1Y | -31.8% | -73.1% | +41.2% | -6.7% |
| 3Y | +127.0% | -27.2% | +154.2% | +120.4% |
| 5Y | -3.3% | -86.2% | +82.9% | +17.8% |
| All | +190.2% | -56.5% | +246.8% | +245.4% |
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