+327.6%
MS vs QS
-56.5%
+384.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -0.8% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | -3.8% | -5.3% | +1.5% | -3.5% |
| 3M | -14.6% | -22.6% | +8.0% | -13.2% |
| 6M | -5.1% | -46.2% | +41.1% | -1.5% |
| YTD | +4.5% | -58.9% | +63.4% | +10.0% |
| 1Y | +13.5% | -73.1% | +86.6% | +22.5% |
| 3Y | +160.4% | -27.2% | +187.6% | +151.1% |
| 5Y | +112.9% | -86.2% | +199.1% | +112.1% |
| All | +327.6% | -56.5% | +384.1% | +318.1% |
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