+697.7%
MS vs QSR
+218.5%
+479.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +2.4% | -1.1% | +0.3% |
| 30D | -0.3% | +7.6% | -7.9% | -3.7% |
| 3M | +0.3% | +12.6% | -12.3% | -5.8% |
| 6M | +31.3% | +14.4% | +17.0% | +21.7% |
| YTD | +24.7% | +19.6% | +5.0% | +12.7% |
| 1Y | +47.9% | +33.9% | +14.0% | +26.0% |
| 3Y | +178.3% | +27.1% | +151.2% | +137.1% |
| 5Y | +144.9% | +48.5% | +96.3% | +90.1% |
| 10Y | +804.5% | +126.2% | +678.3% | +438.0% |
| All | +697.7% | +218.5% | +479.2% | +310.7% |
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