+215.9%
MAS vs QSR
+137.0%
+78.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +2.0% | +7.3% | -5.3% | -0.7% |
| 30D | +19.4% | +11.9% | +7.5% | +14.4% |
| 3M | +9.4% | +7.5% | +1.9% | +6.3% |
| 6M | +15.3% | +2.5% | +12.9% | +14.0% |
| YTD | +31.3% | +17.0% | +14.4% | +22.6% |
| 1Y | +34.9% | +18.1% | +16.7% | +25.4% |
| 3Y | +58.6% | +28.6% | +30.0% | +40.7% |
| 5Y | +40.7% | +55.8% | -15.1% | +15.1% |
| All | +215.9% | +137.0% | +78.8% | +108.7% |
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