-28.4%
QS vs MTB
+23.4%
-51.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -2.3% | +1.7% | -4.0% | -3.5% |
| 30D | -0.7% | -4.2% | +3.5% | +2.3% |
| 3M | -39.6% | +8.9% | -48.5% | -44.0% |
| 6M | -21.7% | +10.9% | -32.6% | -28.6% |
| YTD | -47.4% | +21.5% | -68.9% | -57.3% |
| 1Y | -28.4% | +21.9% | -50.3% | -42.6% |
| All | -28.4% | +23.4% | -51.7% | -42.6% |
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