+1,544.7%
MU vs QS
-54.8%
+1,599.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.8% |
| 7D | -15.2% | +8.0% | -23.2% | -16.0% |
| 30D | -29.5% | -2.8% | -26.7% | -29.3% |
| 3M | -15.8% | -28.1% | +12.3% | -12.3% |
| 6M | -2.9% | -41.0% | +38.1% | +3.7% |
| YTD | +154.2% | -57.3% | +211.5% | +180.1% |
| 1Y | +186.6% | -72.7% | +259.3% | +230.6% |
| 3Y | +871.5% | -18.6% | +890.1% | +837.9% |
| 5Y | +911.7% | -87.0% | +998.7% | +940.7% |
| All | +1,544.7% | -54.8% | +1,599.5% | +1,638.4% |
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 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