+69.3%
MSI vs QS
-19.7%
+89.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.1% |
| 7D | -5.8% | +2.2% | -7.9% | -5.7% |
| 30D | -1.0% | -8.1% | +7.1% | -1.0% |
| 3M | +14.2% | -27.0% | +41.2% | +14.1% |
| 6M | +1.0% | -16.4% | +17.5% | +1.1% |
| YTD | +21.5% | -46.4% | +67.8% | +21.4% |
| 1Y | -2.1% | -41.1% | +39.0% | -2.3% |
| 3Y | +69.3% | -18.6% | +88.0% | +67.2% |
| All | +69.3% | -19.7% | +89.0% | +67.2% |
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 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