-11.7%
MP vs QSR
+29.1%
-40.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.0% |
| 7D | +3.0% | +0.1% | +3.0% | +3.1% |
| 30D | +8.3% | +5.9% | +2.4% | +10.1% |
| 3M | -3.8% | +10.5% | -14.3% | -1.5% |
| 6M | -4.9% | +7.7% | -12.6% | -3.9% |
| YTD | +9.6% | +16.8% | -7.2% | +10.2% |
| 1Y | -11.7% | +30.9% | -42.6% | -10.7% |
| All | -11.7% | +29.1% | -40.9% | -10.7% |
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