+611.5%
MSCI vs QSR
+133.7%
+477.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -4.7% | -4.7% | 0.0% | -2.8% |
| 30D | -2.2% | +4.3% | -6.5% | -3.9% |
| 3M | -9.7% | +5.4% | -15.1% | -11.8% |
| 6M | +0.3% | +8.2% | -7.9% | -3.6% |
| YTD | -3.5% | +14.1% | -17.6% | -9.6% |
| 1Y | -1.4% | +28.1% | -29.5% | -12.4% |
| 3Y | +6.6% | +25.3% | -18.7% | -6.9% |
| 5Y | -10.9% | +40.4% | -51.3% | -26.7% |
| All | +611.5% | +133.7% | +477.8% | +329.4% |
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