+76.9%
MSI vs QS
-28.5%
+105.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.9% |
| 7D | +2.6% | -5.6% | +8.2% | +2.6% |
| 30D | +18.1% | -5.8% | +24.0% | +18.1% |
| 3M | +13.2% | -39.2% | +52.4% | +12.9% |
| 6M | +36.3% | -53.9% | +90.2% | +35.8% |
| YTD | +39.5% | -62.8% | +102.3% | +38.9% |
| 1Y | +36.9% | -73.5% | +110.4% | +36.1% |
| All | +76.9% | -28.5% | +105.4% | +75.8% |
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