-1.4%
MSCI vs QSR
+28.0%
-29.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -4.7% | -4.7% | 0.0% | -3.8% |
| 30D | -2.2% | +4.3% | -6.5% | -2.9% |
| 3M | -9.7% | +5.4% | -15.1% | -10.5% |
| 6M | +0.3% | +8.2% | -7.9% | -1.4% |
| YTD | -3.5% | +14.1% | -17.6% | -5.8% |
| 1Y | -1.4% | +28.1% | -29.5% | -7.0% |
| All | -1.4% | +28.0% | -29.4% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling