+63.5%
MSCI vs QS
-47.0%
+110.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -0.9% |
| 30D | -1.2% | -15.7% | +14.5% | -0.5% |
| 3M | -8.4% | -28.7% | +20.3% | -7.3% |
| 6M | -1.0% | -23.2% | +22.2% | -0.5% |
| YTD | -2.3% | -49.9% | +47.6% | +0.1% |
| 1Y | -1.2% | -38.8% | +37.6% | -0.8% |
| 3Y | +7.9% | -24.0% | +31.9% | +2.7% |
| 5Y | -10.1% | -75.6% | +65.5% | -13.3% |
| All | +63.5% | -47.0% | +110.5% | +73.5% |
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