+499.0%
MA vs QSR
+133.7%
+365.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -3.5% | -4.7% | +1.2% | -1.2% |
| 30D | +0.7% | +4.3% | -3.6% | -1.5% |
| 3M | +15.8% | +5.4% | +10.3% | +12.5% |
| 6M | +10.2% | +8.2% | +2.1% | +5.2% |
| YTD | -0.5% | +14.1% | -14.6% | -7.8% |
| 1Y | -1.8% | +28.1% | -29.9% | -14.4% |
| 3Y | +38.7% | +25.3% | +13.5% | +19.0% |
| 5Y | +67.6% | +40.4% | +27.2% | +33.4% |
| All | +499.0% | +133.7% | +365.2% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling