-28.4%
QS vs MULL
+3,061.6%
-3,090.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.8% | -11.3% | -1.7% |
| 7D | -2.3% | +17.3% | -19.6% | -5.4% |
| 30D | -0.7% | +23.5% | -24.2% | -5.4% |
| 3M | -39.6% | -24.0% | -15.7% | -41.6% |
| 6M | -21.7% | +276.7% | -298.5% | -49.4% |
| YTD | -47.4% | +565.1% | -612.5% | -72.1% |
| 1Y | -28.4% | +2,802.6% | -2,831.0% | -80.4% |
| All | -28.4% | +3,061.6% | -3,090.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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