-47.3%
QS vs MTB
+168.1%
-215.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -4.2% | +1.1% | -5.3% | -4.8% |
| 30D | -15.7% | -4.6% | -11.1% | -13.6% |
| 3M | -28.7% | +6.3% | -34.9% | -31.2% |
| 6M | -23.2% | +15.6% | -38.8% | -29.4% |
| YTD | -49.9% | +20.6% | -70.5% | -54.9% |
| 1Y | -38.8% | +22.5% | -61.3% | -45.3% |
| 3Y | -24.0% | +114.4% | -138.4% | -49.0% |
| 5Y | -75.6% | +101.9% | -177.5% | -82.0% |
| All | -47.3% | +168.1% | -215.4% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling