-40.3%
QS vs MTCH
+14.2%
-54.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.3% |
| 7D | -3.6% | +1.3% | -4.9% | -4.3% |
| 30D | -17.2% | +15.9% | -33.1% | -23.6% |
| 3M | -27.0% | +23.3% | -50.2% | -35.1% |
| 6M | -24.6% | +40.1% | -64.7% | -37.7% |
| YTD | -49.3% | +33.6% | -82.9% | -56.3% |
| 1Y | -40.3% | +14.1% | -54.4% | -40.2% |
| All | -40.3% | +14.2% | -54.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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