+847.5%
MSCI vs QSR
+137.6%
+709.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +3.0% | -2.9% | +5.9% | +4.3% |
| 30D | +17.8% | +4.1% | +13.6% | +15.8% |
| 3M | +15.2% | -0.7% | +15.8% | +15.3% |
| 6M | +16.5% | +0.4% | +16.0% | +15.8% |
| YTD | +16.4% | +13.5% | +2.8% | +9.1% |
| 1Y | +16.8% | +11.0% | +5.8% | +10.5% |
| 3Y | +35.8% | +22.0% | +13.8% | +20.1% |
| 5Y | +7.0% | +57.1% | -50.1% | -16.0% |
| All | +847.5% | +137.6% | +709.9% | +438.5% |
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