+593.1%
MA vs QSR
+137.6%
+455.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.8% |
| 30D | +9.6% | +4.1% | +5.5% | +7.4% |
| 3M | +16.8% | -0.7% | +17.4% | +16.8% |
| 6M | +35.2% | +0.4% | +34.7% | +34.1% |
| YTD | +16.6% | +13.5% | +3.0% | +8.0% |
| 1Y | +19.8% | +11.0% | +8.8% | +12.2% |
| 3Y | +70.7% | +22.0% | +48.7% | +48.4% |
| 5Y | +87.4% | +57.1% | +30.3% | +40.1% |
| All | +593.1% | +137.6% | +455.5% | +282.5% |
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