+181.6%
MXL vs QS
-46.4%
+228.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.2% |
| 7D | +18.9% | -3.6% | +22.5% | +19.5% |
| 30D | +0.3% | -17.2% | +17.6% | +3.5% |
| 3M | -8.0% | -27.0% | +18.9% | -2.8% |
| 6M | +341.2% | -24.6% | +365.8% | +361.9% |
| YTD | +327.8% | -49.3% | +377.2% | +374.1% |
| 1Y | +364.9% | -40.3% | +405.2% | +393.2% |
| 3Y | +229.2% | -23.8% | +253.0% | +213.3% |
| 5Y | +42.8% | -75.0% | +117.7% | +44.1% |
| All | +181.6% | -46.4% | +228.0% | +236.1% |
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