-44.6%
QS vs MLM
+142.7%
-187.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.4% |
| 7D | -2.3% | -2.9% | +0.6% | 0.0% |
| 30D | -0.7% | -6.8% | +6.1% | +5.2% |
| 3M | -39.6% | -11.2% | -28.4% | -34.5% |
| 6M | -21.7% | -21.8% | +0.1% | -5.5% |
| YTD | -47.4% | -17.0% | -30.4% | -40.2% |
| 1Y | -28.4% | -16.4% | -12.0% | -19.1% |
| 3Y | -22.6% | +14.5% | -37.1% | -36.8% |
| 5Y | -75.6% | +41.7% | -117.3% | -83.3% |
| All | -44.6% | +142.7% | -187.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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