-38.8%
QS vs M
+30.1%
-68.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.2% | -2.4% | -5.1% |
| 7D | -4.2% | -4.1% | -0.2% | -2.8% |
| 30D | -15.7% | -13.6% | -2.1% | -11.3% |
| 3M | -28.7% | -2.3% | -26.4% | -28.6% |
| 6M | -23.2% | +21.9% | -45.1% | -27.9% |
| YTD | -49.9% | -0.6% | -49.3% | -50.9% |
| 1Y | -38.8% | +29.7% | -68.5% | -47.0% |
| All | -38.8% | +30.1% | -68.9% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling