+56.0%
MAS vs QSR
+25.9%
+30.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +2.4% | +7.3% | -4.9% | -0.2% |
| 30D | +19.8% | +11.9% | +7.9% | +15.2% |
| 3M | +9.8% | +7.5% | +2.3% | +6.8% |
| 6M | +15.8% | +2.5% | +13.3% | +14.3% |
| YTD | +31.8% | +17.0% | +14.9% | +23.3% |
| 1Y | +35.4% | +18.1% | +17.3% | +26.1% |
| All | +56.0% | +25.9% | +30.1% | +32.0% |
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 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