+8.8%
MUB vs QS
-19.7%
+28.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | -1.5% | -8.1% | +6.5% | -1.5% |
| 3M | -1.9% | -27.0% | +25.1% | -1.7% |
| 6M | -1.7% | -16.4% | +14.7% | -1.6% |
| YTD | -0.8% | -46.4% | +45.6% | -0.5% |
| 1Y | +1.5% | -41.1% | +42.6% | +1.6% |
| 3Y | +8.8% | -18.6% | +27.4% | +7.0% |
| All | +8.8% | -19.7% | +28.5% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling