+418.8%
META vs QSR
+126.5%
+292.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.1% |
| 7D | +10.3% | -2.4% | +12.6% | +11.2% |
| 30D | +9.9% | +5.7% | +4.2% | +7.6% |
| 3M | +11.9% | +6.9% | +5.0% | +8.8% |
| 6M | +1.2% | +6.9% | -5.7% | -2.1% |
| YTD | -0.8% | +14.9% | -15.7% | -6.8% |
| 1Y | -14.3% | +29.1% | -43.4% | -23.3% |
| 3Y | +121.4% | +26.1% | +95.2% | +95.7% |
| 5Y | +74.5% | +42.3% | +32.1% | +46.1% |
| 10Y | +418.8% | +134.0% | +284.9% | +251.9% |
| All | +418.8% | +126.5% | +292.3% | +251.9% |
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