+108.3%
META vs QSR
+32.7%
+75.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +6.4% |
| 30D | +4.8% | +7.6% | -2.9% | +3.7% |
| 3M | -1.6% | +12.6% | -14.3% | -3.3% |
| 6M | -7.5% | +14.4% | -21.8% | -9.7% |
| YTD | -6.4% | +19.6% | -26.0% | -9.4% |
| 1Y | -17.3% | +33.9% | -51.2% | -21.9% |
| All | +108.3% | +32.7% | +75.6% | +98.7% |
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