-25.3%
QS vs MKTX
-25.2%
0.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -18.3% | +0.8% | -19.1% | -18.3% |
| 3M | -26.0% | +41.1% | -67.1% | -27.8% |
| 6M | -24.0% | -9.5% | -14.5% | -23.1% |
| YTD | -50.3% | -8.7% | -41.6% | -49.9% |
| 1Y | -38.0% | -10.0% | -28.0% | -37.4% |
| All | -25.3% | -25.2% | 0.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling