+170.1%
MXL vs QS
-47.0%
+217.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.6% | +14.2% | +8.6% |
| 7D | +19.0% | -4.2% | +23.2% | +19.7% |
| 30D | +4.5% | -15.7% | +20.2% | +7.5% |
| 3M | -1.5% | -28.7% | +27.2% | +4.5% |
| 6M | +348.6% | -23.2% | +371.9% | +368.4% |
| YTD | +310.3% | -49.9% | +360.2% | +355.4% |
| 1Y | +344.7% | -38.8% | +383.5% | +369.9% |
| 3Y | +211.2% | -24.0% | +235.2% | +196.2% |
| 5Y | +34.8% | -75.6% | +110.4% | +36.4% |
| All | +170.1% | -47.0% | +217.1% | +222.8% |
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 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