-18.6%
QS vs M
+120.4%
-139.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.9% |
| 7D | +2.2% | +2.4% | -0.2% | +1.3% |
| 30D | -8.1% | -11.6% | +3.6% | -4.0% |
| 3M | -27.0% | +1.6% | -28.6% | -27.9% |
| 6M | -16.4% | +25.2% | -41.7% | -23.5% |
| YTD | -46.4% | +3.8% | -50.1% | -47.9% |
| 1Y | -41.1% | +36.3% | -77.4% | -48.7% |
| 3Y | -18.6% | +116.3% | -135.0% | -53.2% |
| All | -18.6% | +120.4% | -139.1% | -53.2% |
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