+1,740.2%
MU vs QS
-57.3%
+1,797.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.4% | +17.3% | +12.6% |
| 7D | +2.0% | -5.0% | +7.0% | +2.8% |
| 30D | -18.0% | -1.4% | -16.6% | -17.9% |
| 3M | -6.6% | -33.6% | +27.0% | -1.8% |
| 6M | +2.0% | -47.6% | +49.6% | +10.4% |
| YTD | +184.5% | -59.6% | +244.1% | +215.4% |
| 1Y | +236.9% | -73.5% | +310.4% | +290.0% |
| 3Y | +987.0% | -23.0% | +1,010.0% | +955.9% |
| 5Y | +1,014.6% | -89.4% | +1,104.0% | +1,058.0% |
| All | +1,740.2% | -57.3% | +1,797.4% | +1,857.0% |
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