+17.2%
MS vs Q
+74.5%
-57.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | +3.7% | +11.5% | -7.8% | +1.0% |
| 30D | +2.0% | -0.2% | +2.1% | +1.8% |
| 3M | -12.6% | -13.6% | +1.0% | -10.1% |
| 6M | -0.3% | -27.0% | +26.8% | +5.2% |
| YTD | +9.0% | +50.5% | -41.6% | -3.7% |
| 1Y | +13.9% | +33.8% | -19.9% | +2.5% |
| All | +17.2% | +74.5% | -57.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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