-62.8%
QS vs M
+318.8%
-381.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.8% |
| 7D | -14.0% | +7.0% | -21.0% | -16.4% |
| 30D | -6.4% | +8.9% | -15.3% | -9.5% |
| 3M | -40.3% | +4.5% | -44.8% | -41.5% |
| 6M | -57.5% | +36.2% | -93.7% | -63.0% |
| YTD | -64.7% | +15.1% | -79.8% | -67.4% |
| 1Y | -72.9% | +27.4% | -100.3% | -76.2% |
| 3Y | -33.5% | +160.1% | -193.6% | -61.4% |
| 5Y | -90.5% | -1.6% | -88.9% | -92.0% |
| All | -62.8% | +318.8% | -381.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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