+1,319.3%
MU vs QS
-74.6%
+1,393.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.0% |
| 7D | +7.2% | +2.2% | +5.0% | +6.7% |
| 30D | +14.0% | -8.1% | +22.0% | +15.9% |
| 3M | +5.4% | -27.0% | +32.4% | +12.1% |
| 6M | +170.3% | -16.4% | +186.7% | +180.8% |
| YTD | +250.7% | -46.4% | +297.0% | +293.1% |
| 1Y | +662.1% | -41.1% | +703.2% | +722.2% |
| 3Y | +1,341.2% | -18.6% | +1,359.8% | +1,185.6% |
| 5Y | +1,319.3% | -73.0% | +1,392.4% | +1,327.7% |
| All | +1,319.3% | -74.6% | +1,393.9% | +1,327.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling