+265.1%
MU vs QS
-71.4%
+336.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.5% | -14.5% | -10.5% |
| 7D | -19.1% | +4.5% | -23.6% | -21.0% |
| 30D | -25.2% | -4.1% | -21.1% | -24.2% |
| 3M | -10.9% | -22.1% | +11.2% | -1.0% |
| 6M | +38.0% | -38.4% | +76.4% | +74.2% |
| YTD | +178.8% | -57.5% | +236.3% | +306.0% |
| 1Y | +265.1% | -71.3% | +336.5% | +529.4% |
| All | +265.1% | -71.4% | +336.6% | +529.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling