-71.9%
QS vs MLM
-12.5%
-59.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.3% |
| 7D | +13.7% | -3.8% | +17.5% | +16.4% |
| 30D | -0.2% | +11.0% | -11.2% | -5.7% |
| 3M | -24.8% | -3.1% | -21.8% | -23.7% |
| 6M | -39.4% | -9.8% | -29.6% | -37.2% |
| YTD | -56.1% | -14.4% | -41.8% | -55.1% |
| All | -71.9% | -12.5% | -59.4% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling