-58.5%
QS vs MLM
+148.8%
-207.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.2% | -2.1% | -3.0% |
| 7D | -2.1% | -1.2% | -0.9% | -1.1% |
| 30D | -11.6% | +7.9% | -19.6% | -17.0% |
| 3M | -25.5% | -4.5% | -21.1% | -22.8% |
| 6M | -43.4% | -12.6% | -30.7% | -37.7% |
| YTD | -60.6% | -14.9% | -45.7% | -56.1% |
| 1Y | -75.9% | -13.1% | -62.9% | -73.7% |
| 3Y | -32.5% | +21.2% | -53.7% | -47.6% |
| 5Y | -86.8% | +32.0% | -118.8% | -90.8% |
| All | -58.5% | +148.8% | -207.3% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling