+88.5%
MA vs QSR
+53.9%
+34.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.6% |
| 30D | +9.6% | +4.1% | +5.5% | +7.7% |
| 3M | +16.8% | -0.7% | +17.4% | +16.8% |
| 6M | +35.2% | +0.4% | +34.7% | +34.3% |
| YTD | +16.6% | +13.5% | +3.0% | +9.0% |
| 1Y | +19.8% | +11.0% | +8.8% | +13.1% |
| 3Y | +70.7% | +22.0% | +48.7% | +49.1% |
| All | +88.5% | +53.9% | +34.6% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling