+101.9%
MPC vs QS
-73.4%
+175.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +4.6% |
| 7D | -9.4% | +13.7% | -23.1% | -9.4% |
| 30D | -14.3% | -0.2% | -14.1% | -13.9% |
| 3M | +31.1% | -24.8% | +55.9% | +32.9% |
| 6M | +60.3% | -39.4% | +99.7% | +62.7% |
| YTD | +142.5% | -56.1% | +198.7% | +155.7% |
| All | +101.9% | -73.4% | +175.3% | +123.3% |
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