+2,230.8%
MU vs QS
-47.0%
+2,277.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.6% | +9.4% | +3.6% |
| 7D | +7.5% | -4.2% | +11.7% | +8.0% |
| 30D | +19.4% | -15.7% | +35.0% | +21.8% |
| 3M | +9.8% | -28.7% | +38.5% | +14.3% |
| 6M | +164.1% | -23.2% | +187.4% | +173.3% |
| YTD | +260.3% | -49.9% | +310.2% | +289.3% |
| 1Y | +661.2% | -38.8% | +700.0% | +698.7% |
| 3Y | +1,380.8% | -24.0% | +1,404.9% | +1,326.7% |
| 5Y | +1,346.4% | -75.6% | +1,422.0% | +1,342.5% |
| All | +2,230.8% | -47.0% | +2,277.8% | +2,315.5% |
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