-71.3%
QS vs MULL
+444.9%
-516.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -13.8% | +21.3% | +9.7% |
| 7D | +4.5% | -35.9% | +40.4% | +11.5% |
| 30D | -4.1% | -47.3% | +43.2% | +4.9% |
| 3M | -22.1% | -30.6% | +8.4% | -19.7% |
| 6M | -38.4% | +13.7% | -52.1% | -46.6% |
| YTD | -57.5% | +272.1% | -329.6% | -71.7% |
| 1Y | -71.3% | +475.1% | -546.4% | -83.0% |
| All | -71.3% | +444.9% | -516.2% | -83.0% |
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