-47.7%
QS vs MTCH
-63.3%
+15.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -5.0% | -1.4% | -3.5% | -4.3% |
| 30D | -18.3% | +13.6% | -31.9% | -24.3% |
| 3M | -26.0% | +22.4% | -48.4% | -34.5% |
| 6M | -24.0% | +37.2% | -61.2% | -37.1% |
| YTD | -50.3% | +31.8% | -82.1% | -58.1% |
| 1Y | -38.0% | +12.9% | -50.9% | -43.0% |
| 3Y | -24.6% | -1.1% | -23.5% | -29.1% |
| 5Y | -75.4% | -73.5% | -1.9% | -65.3% |
| All | -47.7% | -63.3% | +15.7% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling