+154.3%
MP vs QSR
+32.7%
+121.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +2.4% | -5.3% | -3.3% |
| 30D | +13.8% | +7.6% | +6.2% | +12.1% |
| 3M | -16.7% | +12.6% | -29.3% | -19.2% |
| 6M | -11.5% | +14.4% | -25.9% | -15.8% |
| YTD | +7.9% | +19.6% | -11.7% | +0.8% |
| 1Y | -15.0% | +33.9% | -48.9% | -24.7% |
| All | +154.3% | +32.7% | +121.6% | +101.5% |
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