+240.3%
UMC vs QS
-36.7%
+277.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +1.9% |
| 7D | +9.0% | -3.6% | +12.7% | +9.8% |
| 30D | +17.2% | -17.2% | +34.5% | +21.8% |
| 3M | +11.4% | -27.0% | +38.4% | +17.7% |
| 6M | +137.5% | -24.6% | +162.1% | +151.0% |
| YTD | +193.1% | -49.3% | +242.4% | +218.4% |
| 1Y | +240.3% | -40.3% | +280.6% | +286.1% |
| All | +240.3% | -36.7% | +277.0% | +286.1% |
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