+242.3%
MSI vs QS
-44.4%
+286.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -3.7% | -2.3% | -1.4% | -3.6% |
| 30D | +6.8% | -0.7% | +7.6% | +6.8% |
| 3M | +14.3% | -39.6% | +53.9% | +15.5% |
| 6M | -1.6% | -21.7% | +20.1% | -1.3% |
| YTD | +22.8% | -47.4% | +70.2% | +24.3% |
| 1Y | -1.1% | -28.4% | +27.3% | -1.4% |
| 3Y | +70.5% | -22.6% | +93.1% | +65.5% |
| 5Y | +102.8% | -75.6% | +178.4% | +98.8% |
| All | +242.3% | -44.4% | +286.7% | +242.8% |
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 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