+19.4%
MKSI vs QSR
+8.7%
+10.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.3% |
| 7D | +2.7% | -4.0% | +6.7% | +1.3% |
| 30D | -12.8% | +2.8% | -15.5% | -11.9% |
| 3M | -22.5% | +5.1% | -27.6% | -20.4% |
| 6M | +19.4% | +8.8% | +10.6% | +23.3% |
| All | +19.4% | +8.7% | +10.7% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling