+433.8%
MAR vs QSR
+135.2%
+298.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -0.5% | -4.0% | +3.5% | +1.9% |
| 30D | -5.4% | +2.8% | -8.2% | -7.1% |
| 3M | -15.5% | +5.1% | -20.6% | -18.3% |
| 6M | +3.0% | +8.8% | -5.8% | -3.0% |
| YTD | +8.5% | +14.8% | -6.3% | -1.6% |
| 1Y | +26.0% | +25.7% | +0.2% | +7.8% |
| 3Y | +68.6% | +27.5% | +41.1% | +38.1% |
| 5Y | +157.4% | +41.3% | +116.1% | +94.5% |
| All | +433.8% | +135.2% | +298.7% | +193.2% |
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