+117.2%
MPC vs QS
-71.4%
+188.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.5% | -15.6% | -8.0% |
| 7D | -10.9% | +4.5% | -15.4% | -10.8% |
| 30D | -9.4% | -4.1% | -5.3% | -9.0% |
| 3M | +26.0% | -22.1% | +48.1% | +27.3% |
| 6M | +56.5% | -38.4% | +94.9% | +58.0% |
| YTD | +144.3% | -57.5% | +201.7% | +154.9% |
| 1Y | +117.2% | -71.3% | +188.5% | +131.6% |
| All | +117.2% | -71.4% | +188.7% | +131.6% |
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 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