+184.7%
MS vs QSR
+32.7%
+151.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +2.4% | -1.1% | +0.9% |
| 30D | -0.3% | +7.6% | -7.9% | -1.6% |
| 3M | +0.3% | +12.6% | -12.3% | -2.2% |
| 6M | +31.3% | +14.4% | +17.0% | +26.9% |
| YTD | +24.7% | +19.6% | +5.0% | +19.0% |
| 1Y | +47.9% | +33.9% | +14.0% | +36.6% |
| All | +184.7% | +32.7% | +151.9% | +160.9% |
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