+149.4%
MAR vs QSR
+40.5%
+108.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -0.5% | -4.0% | +3.5% | +1.4% |
| 30D | -5.4% | +2.8% | -8.2% | -6.8% |
| 3M | -15.5% | +5.1% | -20.6% | -17.8% |
| 6M | +3.0% | +8.8% | -5.8% | -1.9% |
| YTD | +8.5% | +14.8% | -6.3% | +0.1% |
| 1Y | +26.0% | +25.7% | +0.2% | +10.7% |
| 3Y | +68.6% | +27.5% | +41.1% | +40.8% |
| All | +149.4% | +40.5% | +108.9% | +82.2% |
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 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