-88.6%
QS vs M
-11.5%
-77.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +6.3% |
| 7D | +5.4% | -4.3% | +9.7% | +7.5% |
| 30D | -5.3% | +1.3% | -6.6% | -5.8% |
| 3M | -22.6% | -7.4% | -15.2% | -20.2% |
| 6M | -46.2% | +18.3% | -64.5% | -50.8% |
| YTD | -58.9% | +7.6% | -66.5% | -61.3% |
| 1Y | -73.1% | +17.4% | -90.5% | -75.8% |
| 3Y | -27.2% | +108.4% | -135.6% | -57.2% |
| All | -88.6% | -11.5% | -77.2% | -90.8% |
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