+145.1%
MS vs QS
-75.2%
+220.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +1.6% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +0.3% | -39.6% | +39.9% | +5.4% |
| 6M | +31.3% | -21.7% | +53.1% | +33.6% |
| YTD | +24.7% | -47.4% | +72.1% | +31.8% |
| 1Y | +47.9% | -28.4% | +76.3% | +48.4% |
| 3Y | +178.3% | -22.6% | +200.9% | +154.3% |
| All | +145.1% | -75.2% | +220.3% | +132.6% |
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 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