-10.1%
MSCI vs QSR
+43.4%
-53.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.1% |
| 30D | -1.2% | +5.7% | -6.9% | -3.5% |
| 3M | -8.4% | +6.9% | -15.3% | -11.2% |
| 6M | -1.0% | +6.9% | -7.9% | -4.5% |
| YTD | -2.3% | +14.9% | -17.2% | -9.1% |
| 1Y | -1.2% | +29.1% | -30.3% | -13.4% |
| 3Y | +7.9% | +26.1% | -18.2% | -9.5% |
| 5Y | -10.1% | +42.3% | -52.4% | -35.4% |
| All | -10.1% | +43.4% | -53.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling