+186.4%
MO vs QSR
+206.0%
-19.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +3.6% | +5.7% | -2.1% | +2.4% |
| 3M | -3.7% | +6.9% | -10.6% | -5.0% |
| 6M | +4.5% | +6.9% | -2.4% | +2.9% |
| YTD | +21.5% | +14.9% | +6.6% | +17.7% |
| 1Y | +9.5% | +29.1% | -19.6% | +3.4% |
| 3Y | +93.6% | +26.1% | +67.4% | +81.8% |
| 5Y | +97.5% | +42.3% | +55.2% | +79.2% |
| 10Y | +111.2% | +134.0% | -22.8% | +68.4% |
| All | +186.4% | +206.0% | -19.5% | +121.3% |
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 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