+303.2%
MAS vs QSR
+218.5%
+84.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -5.6% | +7.6% | -13.2% | -8.2% |
| 3M | +4.4% | +12.6% | -8.2% | -0.3% |
| 6M | +7.2% | +14.4% | -7.2% | +1.4% |
| YTD | +16.1% | +19.6% | -3.5% | +7.7% |
| 1Y | +0.1% | +33.9% | -33.8% | -11.2% |
| 3Y | +28.3% | +27.1% | +1.2% | +14.6% |
| 5Y | +30.5% | +48.5% | -18.1% | +9.0% |
| 10Y | +139.1% | +126.2% | +12.9% | +59.9% |
| All | +303.2% | +218.5% | +84.7% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling