+212.3%
MAS vs QSR
+137.6%
+74.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.0% | -2.9% | +5.9% | +4.2% |
| 30D | +22.4% | +4.1% | +18.3% | +20.6% |
| 3M | +14.5% | -0.7% | +15.1% | +14.6% |
| 6M | +27.1% | +0.4% | +26.7% | +26.6% |
| YTD | +35.8% | +13.5% | +22.2% | +28.2% |
| 1Y | +39.4% | +11.0% | +28.4% | +32.8% |
| 3Y | +60.3% | +22.0% | +38.3% | +45.1% |
| 5Y | +39.4% | +57.1% | -17.6% | +13.7% |
| All | +212.3% | +137.6% | +74.7% | +87.0% |
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