+568.8%
MS vs QSR
+211.4%
+357.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | 0.0% |
| 7D | -1.6% | +7.3% | -8.8% | -4.7% |
| 30D | -3.8% | +11.9% | -15.7% | -8.8% |
| 3M | -14.6% | +7.5% | -22.1% | -17.8% |
| 6M | -5.1% | +2.5% | -7.5% | -7.2% |
| YTD | +4.5% | +17.0% | -12.4% | -4.9% |
| 1Y | +13.5% | +18.1% | -4.6% | +2.7% |
| 3Y | +160.4% | +28.6% | +131.8% | +119.9% |
| 5Y | +112.9% | +55.8% | +57.1% | +60.9% |
| 10Y | +633.4% | +140.5% | +492.9% | +324.7% |
| All | +568.8% | +211.4% | +357.4% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling