-34.6%
MP vs QSR
+23.8%
-58.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.6% | -3.3% |
| 7D | -12.5% | +5.2% | -17.7% | -11.0% |
| 30D | -23.3% | +12.2% | -35.5% | -20.5% |
| 3M | -24.4% | +7.0% | -31.4% | -22.1% |
| 6M | -45.8% | -0.3% | -45.4% | -44.6% |
| YTD | -28.9% | +18.0% | -46.9% | -25.1% |
| 1Y | -34.6% | +22.6% | -57.2% | -28.0% |
| All | -34.6% | +23.8% | -58.4% | -28.0% |
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