+7.4%
MSCI vs QSR
+25.9%
-18.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -1.1% | -2.4% | +1.3% | -0.6% |
| 30D | -1.2% | +5.7% | -6.9% | -2.3% |
| 3M | -8.4% | +6.9% | -15.3% | -9.7% |
| 6M | -1.0% | +6.9% | -7.9% | -2.7% |
| YTD | -2.3% | +14.9% | -17.2% | -5.5% |
| 1Y | -1.2% | +29.1% | -30.3% | -7.1% |
| All | +7.4% | +25.9% | -18.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling