+146.8%
MSFT vs QS
-47.4%
+194.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -3.5% | -5.0% | +1.5% | -3.2% |
| 30D | -2.1% | -18.3% | +16.2% | -1.2% |
| 3M | +24.2% | -26.0% | +50.2% | +25.6% |
| 6M | +21.9% | -24.0% | +45.9% | +22.8% |
| YTD | +2.5% | -50.3% | +52.8% | +5.0% |
| 1Y | -0.8% | -38.0% | +37.2% | -0.1% |
| 3Y | +50.8% | -24.6% | +75.4% | +45.4% |
| 5Y | +73.5% | -75.4% | +148.9% | +69.2% |
| All | +146.8% | -47.4% | +194.3% | +165.9% |
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