+157.0%
MKSI vs QSR
+33.2%
+123.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +1.8% | +2.4% | -0.7% | +2.2% |
| 30D | -16.8% | +7.6% | -24.4% | -15.9% |
| 3M | -21.1% | +12.6% | -33.7% | -19.9% |
| 6M | +10.8% | +14.4% | -3.5% | +13.0% |
| YTD | +63.3% | +19.6% | +43.7% | +66.6% |
| 1Y | +157.0% | +33.9% | +123.1% | +158.0% |
| All | +157.0% | +33.2% | +123.7% | +158.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling