+207.2%
UMC vs QS
-28.5%
+235.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +5.0% | -2.3% | +7.3% | +5.4% |
| 30D | +7.7% | -0.7% | +8.4% | +7.5% |
| 3M | +1.7% | -39.6% | +41.3% | +9.7% |
| 6M | +113.9% | -21.7% | +135.6% | +123.7% |
| YTD | +168.9% | -47.4% | +216.3% | +188.3% |
| 1Y | +207.2% | -28.4% | +235.6% | +236.4% |
| All | +207.2% | -28.5% | +235.7% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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