-27.2%
QS vs M
+100.8%
-128.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +5.8% |
| 7D | +5.4% | -4.3% | +9.7% | +7.1% |
| 30D | -5.3% | +1.3% | -6.6% | -5.6% |
| 3M | -22.6% | -7.4% | -15.2% | -20.7% |
| 6M | -46.2% | +18.3% | -64.5% | -49.5% |
| YTD | -58.9% | +7.6% | -66.5% | -60.6% |
| 1Y | -73.1% | +17.4% | -90.5% | -75.0% |
| 3Y | -27.2% | +108.4% | -135.6% | -53.0% |
| All | -27.2% | +100.8% | -128.0% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling