+7.9%
QS vs MULL
+2,620.5%
-2,612.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.0% | -7.6% |
| 7D | -4.2% | +14.8% | -19.0% | -7.0% |
| 30D | -15.7% | +36.6% | -52.2% | -21.3% |
| 3M | -28.7% | -8.9% | -19.8% | -33.3% |
| 6M | -23.2% | +311.9% | -335.2% | -50.9% |
| YTD | -49.9% | +579.8% | -629.7% | -72.5% |
| 1Y | -38.8% | +2,421.5% | -2,460.4% | -76.3% |
| All | +7.9% | +2,620.5% | -2,612.6% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling