+61.7%
MAS vs QSR
+28.7%
+33.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | +4.6% | +7.6% | -3.0% | +1.8% |
| 30D | +19.9% | +11.8% | +8.0% | +15.2% |
| 3M | +8.9% | +6.4% | +2.5% | +6.3% |
| 6M | +20.2% | -2.1% | +22.2% | +20.3% |
| YTD | +33.9% | +18.3% | +15.6% | +24.7% |
| 1Y | +34.7% | +21.4% | +13.2% | +24.1% |
| All | +61.7% | +28.7% | +33.0% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling