+70.7%
MA vs QSR
+21.7%
+49.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.3% | -2.9% | +4.2% | +2.2% |
| 30D | +9.6% | +4.1% | +5.5% | +8.2% |
| 3M | +16.8% | -0.7% | +17.4% | +16.8% |
| 6M | +35.2% | +0.4% | +34.7% | +34.6% |
| YTD | +16.6% | +13.5% | +3.0% | +11.3% |
| 1Y | +19.8% | +11.0% | +8.8% | +15.1% |
| 3Y | +70.7% | +22.0% | +48.7% | +61.6% |
| All | +70.7% | +21.7% | +49.0% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling