-75.0%
QS vs MKTX
-60.5%
-14.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -17.2% | +0.7% | -18.0% | -17.5% |
| 3M | -27.0% | +40.8% | -67.8% | -36.8% |
| 6M | -24.6% | -8.0% | -16.6% | -22.6% |
| YTD | -49.3% | -8.7% | -40.6% | -48.1% |
| 1Y | -40.3% | -11.8% | -28.5% | -38.4% |
| 3Y | -23.8% | -24.0% | +0.2% | -22.8% |
| All | -75.0% | -60.5% | -14.6% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling