+8.3%
MSCI vs QSR
+62.1%
-53.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +2.7% | +4.5% | -1.8% | +0.8% |
| 30D | +16.2% | +9.4% | +6.8% | +11.8% |
| 3M | +17.1% | +7.5% | +9.6% | +13.3% |
| 6M | +13.0% | -0.8% | +13.9% | +13.0% |
| YTD | +15.8% | +16.9% | -1.1% | +6.6% |
| 1Y | +15.5% | +16.3% | -0.8% | +6.4% |
| 3Y | +32.3% | +25.3% | +7.0% | +11.6% |
| All | +8.3% | +62.1% | -53.8% | -29.0% |
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 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