+150.5%
MSFT vs QS
-44.4%
+194.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +2.7% | -0.7% | +3.4% | +2.7% |
| 3M | +17.0% | -39.6% | +56.6% | +19.4% |
| 6M | +23.8% | -21.7% | +45.5% | +24.6% |
| YTD | +4.0% | -47.4% | +51.4% | +6.3% |
| 1Y | -0.8% | -28.4% | +27.5% | -0.9% |
| 3Y | +55.6% | -22.6% | +78.2% | +49.9% |
| 5Y | +72.9% | -75.6% | +148.5% | +68.1% |
| All | +150.5% | -44.4% | +194.8% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling