-75.4%
QS vs MDY
+43.9%
-119.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | +1.2% |
| 7D | -5.0% | -2.5% | -2.4% | +0.3% |
| 30D | -18.3% | -5.0% | -13.2% | -8.8% |
| 3M | -26.0% | +0.5% | -26.5% | -25.8% |
| 6M | -24.0% | +8.0% | -32.1% | -33.5% |
| YTD | -50.3% | +12.2% | -62.4% | -59.4% |
| 1Y | -38.0% | +14.0% | -52.0% | -50.0% |
| 3Y | -24.6% | +48.2% | -72.8% | -64.9% |
| 5Y | -75.4% | +46.1% | -121.5% | -85.9% |
| All | -75.4% | +43.9% | -119.4% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling