-90.9%
QS vs MTB
+61.4%
-152.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.6% |
| 7D | -14.0% | +1.5% | -15.6% | -14.9% |
| 30D | -6.4% | +2.3% | -8.7% | -7.7% |
| 3M | -40.3% | -12.1% | -28.1% | -34.2% |
| 6M | -57.5% | +9.8% | -67.3% | -60.6% |
| YTD | -64.7% | +12.0% | -76.7% | -67.9% |
| 1Y | -72.9% | +22.0% | -94.9% | -77.0% |
| 3Y | -33.5% | +107.6% | -141.1% | -63.3% |
| All | -90.9% | +61.4% | -152.3% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling