+240.9%
MSI vs QS
-46.4%
+287.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.4% | -3.6% | +3.2% | -0.3% |
| 30D | -0.8% | -17.2% | +16.5% | -0.3% |
| 3M | +13.9% | -27.0% | +40.9% | +14.7% |
| 6M | +1.3% | -24.6% | +25.9% | +1.7% |
| YTD | +22.3% | -49.3% | +71.6% | +23.9% |
| 1Y | -3.9% | -40.3% | +36.5% | -3.6% |
| 3Y | +69.9% | -23.8% | +93.7% | +64.9% |
| 5Y | +103.8% | -75.0% | +178.7% | +99.8% |
| All | +240.9% | -46.4% | +287.3% | +241.7% |
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 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