-71.3%
QS vs MKTX
+5.4%
-76.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.5% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | -4.1% | +1.0% | -5.1% | -4.1% |
| 3M | -22.1% | +2.5% | -24.6% | -22.2% |
| 6M | -38.4% | +8.0% | -46.4% | -40.2% |
| YTD | -57.5% | -7.3% | -50.2% | -59.0% |
| 1Y | -71.3% | +4.7% | -76.0% | -74.0% |
| All | -71.3% | +5.4% | -76.7% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling