+9.0%
MSFT vs QS
-71.4%
+80.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.5% | -0.8% | +5.9% |
| 7D | +4.7% | +4.5% | +0.2% | +4.2% |
| 30D | +5.8% | -4.1% | +9.9% | +6.1% |
| 3M | +13.0% | -22.1% | +35.1% | +15.2% |
| 6M | +34.9% | -38.4% | +73.3% | +38.1% |
| YTD | +15.7% | -57.5% | +73.1% | +18.8% |
| 1Y | +9.0% | -71.3% | +80.3% | +14.5% |
| All | +9.0% | -71.4% | +80.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling