+95.0%
MO vs QSR
+25.8%
+69.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +0.7% |
| 30D | +7.1% | +2.8% | +4.4% | +6.7% |
| 3M | -2.0% | +5.1% | -7.0% | -2.6% |
| 6M | +7.3% | +8.8% | -1.5% | +6.2% |
| YTD | +23.5% | +14.8% | +8.6% | +21.3% |
| 1Y | +11.0% | +25.7% | -14.7% | +7.5% |
| 3Y | +95.0% | +27.5% | +67.5% | +84.4% |
| All | +95.0% | +25.8% | +69.2% | +84.4% |
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