+289.5%
MSI vs QS
-62.6%
+352.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +0.3% |
| 7D | +3.2% | -14.0% | +17.3% | +3.6% |
| 30D | +17.6% | -6.4% | +24.0% | +17.7% |
| 3M | +14.5% | -40.3% | +54.8% | +15.9% |
| 6M | +34.3% | -57.5% | +91.8% | +36.7% |
| YTD | +39.7% | -64.7% | +104.4% | +42.7% |
| 1Y | +40.2% | -72.9% | +113.0% | +44.1% |
| 3Y | +77.1% | -33.5% | +110.6% | +72.0% |
| 5Y | +124.0% | -90.5% | +214.6% | +122.7% |
| All | +289.5% | -62.6% | +352.1% | +293.5% |
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