+36.1%
MAS vs QSR
+18.0%
+18.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +2.4% | +7.3% | -4.9% | 0.0% |
| 30D | +19.8% | +11.9% | +7.9% | +15.7% |
| 3M | +9.8% | +7.5% | +2.3% | +7.0% |
| 6M | +15.8% | +2.5% | +13.3% | +14.0% |
| YTD | +31.8% | +17.0% | +14.9% | +22.8% |
| All | +36.1% | +18.0% | +18.1% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling