-0.3%
MSFT vs QS
-36.7%
+36.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -0.8% | -3.6% | +2.8% | -0.6% |
| 30D | +0.8% | -17.2% | +18.1% | +2.0% |
| 3M | +27.2% | -27.0% | +54.2% | +28.6% |
| 6M | +22.9% | -24.6% | +47.5% | +23.5% |
| YTD | +3.1% | -49.3% | +52.5% | +4.6% |
| 1Y | -0.3% | -40.3% | +40.1% | -0.8% |
| All | -0.3% | -36.7% | +36.4% | -0.8% |
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