+214.8%
MAS vs QSR
+130.9%
+83.9%
-44.8%
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 | +3.6% | +4.5% | -0.9% | +1.9% |
| 30D | +23.8% | +9.4% | +14.4% | +19.7% |
| 3M | +14.4% | +7.5% | +6.9% | +11.1% |
| 6M | +19.7% | -0.8% | +20.6% | +19.8% |
| YTD | +36.0% | +16.9% | +19.1% | +27.0% |
| 1Y | +40.4% | +16.3% | +24.1% | +31.3% |
| 3Y | +58.9% | +25.3% | +33.6% | +42.4% |
| 5Y | +44.5% | +60.4% | -15.8% | +16.9% |
| 10Y | +214.8% | +139.2% | +75.5% | +96.5% |
| All | +214.8% | +130.9% | +83.9% | +96.5% |
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