+514.9%
MKSI vs QSR
+135.2%
+379.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.7% | -4.0% | +6.7% | +4.9% |
| 30D | -12.8% | +2.8% | -15.5% | -14.3% |
| 3M | -22.5% | +5.1% | -27.6% | -25.6% |
| 6M | +19.4% | +8.8% | +10.6% | +11.8% |
| YTD | +67.7% | +14.8% | +52.9% | +51.2% |
| 1Y | +131.4% | +25.7% | +105.7% | +97.2% |
| 3Y | +197.3% | +27.5% | +169.8% | +145.9% |
| 5Y | +87.0% | +41.3% | +45.7% | +43.8% |
| All | +514.9% | +135.2% | +379.8% | +258.9% |
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