+46.2%
MSFT vs QS
-32.2%
+78.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +0.4% |
| 7D | -1.3% | -14.0% | +12.8% | -0.6% |
| 30D | -1.8% | -6.4% | +4.5% | -1.6% |
| 3M | +5.6% | -40.3% | +45.9% | +7.9% |
| 6M | +29.8% | -57.5% | +87.3% | +33.9% |
| YTD | +9.0% | -64.7% | +73.7% | +12.7% |
| 1Y | +4.9% | -72.9% | +77.8% | +9.4% |
| 3Y | +46.2% | -33.5% | +79.7% | +46.7% |
| All | +46.2% | -32.2% | +78.4% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling