+90.6%
MSCI vs QS
-53.6%
+144.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | +0.5% |
| 7D | +1.5% | +13.7% | -12.2% | +0.8% |
| 30D | +14.4% | -0.2% | +14.6% | +14.3% |
| 3M | +15.2% | -24.8% | +40.0% | +16.5% |
| 6M | +11.2% | -39.4% | +50.6% | +13.1% |
| YTD | +13.9% | -56.1% | +70.1% | +17.3% |
| 1Y | +12.5% | -72.5% | +85.0% | +18.4% |
| 3Y | +32.3% | -16.3% | +48.6% | +25.0% |
| 5Y | +4.9% | -87.6% | +92.4% | +1.0% |
| All | +90.6% | -53.6% | +144.2% | +103.3% |
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