-71.3%
QS vs MTB
+27.0%
-98.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.4% | +6.8% |
| 7D | +4.5% | +2.0% | +2.5% | +3.3% |
| 30D | -4.1% | +2.9% | -7.0% | -5.6% |
| 3M | -22.1% | -10.7% | -11.5% | -17.3% |
| 6M | -38.4% | +6.3% | -44.7% | -41.5% |
| YTD | -57.5% | +13.8% | -71.3% | -62.8% |
| 1Y | -71.3% | +27.7% | -99.0% | -77.3% |
| All | -71.3% | +27.0% | -98.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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