-73.0%
QS vs M
+24.8%
-97.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | +2.2% | +2.4% | -0.2% | +1.0% |
| 30D | -8.1% | -11.6% | +3.6% | -2.9% |
| 3M | -27.0% | +1.6% | -28.6% | -28.2% |
| 6M | -16.4% | +25.2% | -41.7% | -25.5% |
| YTD | -46.4% | +3.8% | -50.1% | -48.4% |
| 1Y | -41.1% | +36.3% | -77.4% | -50.7% |
| 3Y | -18.6% | +116.3% | -135.0% | -52.4% |
| 5Y | -73.0% | +28.2% | -101.2% | -79.6% |
| All | -73.0% | +24.8% | -97.9% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling