+127.0%
MP vs QSR
+27.3%
+99.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.1% |
| 7D | -10.5% | +7.3% | -17.8% | -11.4% |
| 30D | -23.5% | +11.9% | -35.4% | -24.9% |
| 3M | -25.4% | +7.5% | -32.9% | -26.2% |
| 6M | -51.3% | +2.5% | -53.7% | -51.5% |
| YTD | -29.9% | +17.0% | -46.9% | -33.6% |
| 1Y | -31.8% | +18.1% | -50.0% | -35.8% |
| 3Y | +127.0% | +28.6% | +98.4% | +77.8% |
| All | +127.0% | +27.3% | +99.7% | +77.8% |
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