+264.6%
MP vs QSR
+78.3%
+186.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | -3.6% | +4.5% | -8.1% | -5.8% |
| 30D | -21.0% | +9.4% | -30.4% | -24.7% |
| 3M | -33.3% | +7.5% | -40.8% | -36.0% |
| 6M | -45.9% | -0.8% | -45.1% | -46.4% |
| YTD | -27.8% | +16.9% | -44.7% | -36.0% |
| 1Y | -43.2% | +16.3% | -59.5% | -49.6% |
| 3Y | +144.0% | +25.3% | +118.8% | +98.7% |
| 5Y | -6.1% | +60.4% | -66.5% | -37.0% |
| All | +264.6% | +78.3% | +186.3% | +130.1% |
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