-44.6%
QS vs M
+287.5%
-332.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | -2.3% | +4.7% | -7.0% | -4.2% |
| 30D | -0.7% | -9.6% | +8.9% | +3.5% |
| 3M | -39.6% | +0.9% | -40.5% | -40.2% |
| 6M | -21.7% | +22.3% | -44.0% | -28.8% |
| YTD | -47.4% | +6.5% | -53.9% | -49.7% |
| 1Y | -28.4% | +38.8% | -67.1% | -39.5% |
| 3Y | -22.6% | +115.9% | -138.5% | -51.0% |
| 5Y | -75.6% | +28.6% | -104.2% | -81.1% |
| All | -44.6% | +287.5% | -332.1% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling