+733.0%
META vs QSR
+210.7%
+522.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +5.7% | +3.9% | +1.9% | +4.3% |
| 30D | -10.8% | +9.3% | -20.0% | -13.6% |
| 3M | +8.4% | +5.9% | +2.6% | +5.8% |
| 6M | +5.4% | -1.0% | +6.4% | +5.0% |
| YTD | -2.6% | +16.7% | -19.3% | -9.1% |
| 1Y | +3.5% | +18.6% | -15.1% | -4.0% |
| 3Y | +102.0% | +25.4% | +76.6% | +79.9% |
| 5Y | +93.1% | +59.0% | +34.1% | +57.4% |
| 10Y | +425.7% | +130.4% | +295.3% | +260.3% |
| All | +733.0% | +210.7% | +522.3% | +423.2% |
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