+51.2%
MSFT vs QS
-19.7%
+70.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | -1.4% | +2.2% | -3.6% | -1.5% |
| 30D | -1.0% | -8.1% | +7.0% | -0.7% |
| 3M | +20.2% | -27.0% | +47.2% | +21.4% |
| 6M | +21.3% | -16.4% | +37.7% | +21.5% |
| YTD | +2.8% | -46.4% | +49.1% | +4.5% |
| 1Y | 0.0% | -41.1% | +41.1% | +0.6% |
| 3Y | +51.2% | -18.6% | +69.9% | +48.4% |
| All | +51.2% | -19.7% | +70.9% | +48.4% |
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