+30.6%
MXL vs QS
-75.4%
+105.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.8% |
| 7D | +16.6% | -5.0% | +21.6% | +18.1% |
| 30D | +0.5% | -18.3% | +18.8% | +6.1% |
| 3M | -3.6% | -26.0% | +22.4% | +5.1% |
| 6M | +328.0% | -24.0% | +352.1% | +359.2% |
| YTD | +297.8% | -50.3% | +348.1% | +372.1% |
| 1Y | +339.4% | -38.0% | +377.4% | +372.3% |
| 3Y | +201.7% | -24.6% | +226.3% | +161.5% |
| All | +30.6% | -75.4% | +105.9% | +36.4% |
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