+410.0%
MS vs QS
-44.4%
+454.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +1.5% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +0.3% | -39.6% | +39.9% | +3.4% |
| 6M | +31.3% | -21.7% | +53.1% | +32.8% |
| YTD | +24.7% | -47.4% | +72.1% | +29.1% |
| 1Y | +47.9% | -28.4% | +76.3% | +48.7% |
| 3Y | +178.3% | -22.6% | +200.9% | +166.7% |
| 5Y | +144.9% | -75.6% | +220.5% | +138.6% |
| All | +410.0% | -44.4% | +454.3% | +390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling