+553.7%
MS vs QSR
+130.9%
+422.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +4.5% | -3.7% | -1.2% |
| 30D | -0.7% | +9.4% | -10.1% | -4.9% |
| 3M | -12.4% | +7.5% | -19.9% | -15.7% |
| 6M | -1.7% | -0.8% | -0.9% | -2.4% |
| YTD | +8.0% | +16.9% | -8.8% | -1.9% |
| 1Y | +16.2% | +16.3% | -0.1% | +5.6% |
| 3Y | +171.3% | +25.3% | +146.0% | +130.8% |
| 5Y | +124.8% | +60.4% | +64.4% | +64.8% |
| 10Y | +553.7% | +139.2% | +414.4% | +311.2% |
| All | +553.7% | +130.9% | +422.8% | +311.2% |
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