+229.2%
MXL vs QS
-24.6%
+253.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.1% |
| 7D | +18.9% | -3.6% | +22.5% | +19.8% |
| 30D | +0.3% | -17.2% | +17.6% | +5.2% |
| 3M | -8.0% | -27.0% | +18.9% | -0.4% |
| 6M | +341.2% | -24.6% | +365.8% | +371.5% |
| YTD | +327.8% | -49.3% | +377.2% | +395.1% |
| 1Y | +364.9% | -40.3% | +405.2% | +402.2% |
| 3Y | +229.2% | -23.8% | +253.0% | +186.8% |
| All | +229.2% | -24.6% | +253.8% | +186.8% |
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