-25.3%
QS vs MTB
+113.5%
-138.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -5.0% | -0.4% | -4.5% | -4.6% |
| 30D | -18.3% | -4.6% | -13.7% | -15.4% |
| 3M | -26.0% | +7.4% | -33.4% | -30.6% |
| 6M | -24.0% | +18.7% | -42.7% | -34.5% |
| YTD | -50.3% | +21.1% | -71.4% | -57.9% |
| 1Y | -38.0% | +24.1% | -62.0% | -48.5% |
| All | -25.3% | +113.5% | -138.7% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling