-47.7%
QS vs MTB
+169.2%
-216.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -5.0% | -0.4% | -4.5% | -4.7% |
| 30D | -18.3% | -4.6% | -13.7% | -16.3% |
| 3M | -26.0% | +7.4% | -33.4% | -29.1% |
| 6M | -24.0% | +18.7% | -42.7% | -31.1% |
| YTD | -50.3% | +21.1% | -71.4% | -55.4% |
| 1Y | -38.0% | +24.1% | -62.0% | -45.0% |
| 3Y | -24.6% | +115.3% | -139.9% | -49.5% |
| 5Y | -75.4% | +106.0% | -181.5% | -81.9% |
| All | -47.7% | +169.2% | -216.9% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling