+122.9%
MS vs QS
-90.5%
+213.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.4% |
| 7D | +5.1% | -14.0% | +19.1% | +6.9% |
| 30D | +5.7% | -6.4% | +12.0% | +6.3% |
| 3M | -12.2% | -40.3% | +28.1% | -7.0% |
| 6M | -0.5% | -57.5% | +57.0% | +8.6% |
| YTD | +9.8% | -64.7% | +74.5% | +21.5% |
| 1Y | +17.7% | -72.9% | +90.6% | +33.8% |
| 3Y | +176.8% | -33.5% | +210.3% | +154.0% |
| All | +122.9% | -90.5% | +213.4% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling