+345.8%
MS vs QS
-60.6%
+406.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | -0.2% |
| 7D | +3.7% | -5.6% | +9.3% | +4.1% |
| 30D | +2.0% | -5.8% | +7.8% | +2.3% |
| 3M | -12.6% | -39.2% | +26.6% | -9.6% |
| 6M | -0.3% | -53.9% | +53.7% | +4.6% |
| YTD | +9.0% | -62.8% | +71.7% | +15.4% |
| 1Y | +13.9% | -73.5% | +87.4% | +23.1% |
| 3Y | +173.6% | -29.1% | +202.7% | +164.5% |
| 5Y | +122.0% | -90.0% | +212.0% | +123.6% |
| All | +345.8% | -60.6% | +406.4% | +338.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling