+2,205.4%
MU vs QS
-44.4%
+2,249.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +9.0% | -2.3% | +11.3% | +9.3% |
| 30D | +13.8% | -0.7% | +14.5% | +13.8% |
| 3M | +2.1% | -39.6% | +41.7% | +8.5% |
| 6M | +153.8% | -21.7% | +175.5% | +162.0% |
| YTD | +256.4% | -47.4% | +303.8% | +282.9% |
| 1Y | +719.8% | -28.4% | +748.1% | +743.7% |
| 3Y | +1,360.4% | -22.6% | +1,383.0% | +1,302.9% |
| 5Y | +1,312.4% | -75.6% | +1,388.0% | +1,302.2% |
| All | +2,205.4% | -44.4% | +2,249.8% | +2,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling