-46.7%
QS vs MDY
+104.2%
-150.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.4% |
| 7D | -3.6% | -1.9% | -1.8% | -0.2% |
| 30D | -17.2% | -4.6% | -12.6% | -9.3% |
| 3M | -27.0% | -1.2% | -25.7% | -24.4% |
| 6M | -24.6% | +9.2% | -33.8% | -34.2% |
| YTD | -49.3% | +13.1% | -62.4% | -58.2% |
| 1Y | -40.3% | +13.0% | -53.3% | -49.9% |
| 3Y | -23.8% | +49.2% | -73.0% | -60.2% |
| 5Y | -75.0% | +47.2% | -122.2% | -84.9% |
| All | -46.7% | +104.2% | -150.9% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling