+1,287.2%
MSCI vs QSR
+218.5%
+1,068.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | +2.4% | -2.0% | -0.6% |
| 30D | +0.6% | +7.6% | -7.1% | -2.4% |
| 3M | -7.1% | +12.6% | -19.7% | -11.5% |
| 6M | +0.8% | +14.4% | -13.5% | -4.9% |
| YTD | +1.0% | +19.6% | -18.6% | -6.8% |
| 1Y | +4.3% | +33.9% | -29.6% | -8.3% |
| 3Y | +9.9% | +27.1% | -17.2% | -3.5% |
| 5Y | -6.8% | +48.5% | -55.3% | -23.7% |
| 10Y | +614.7% | +126.2% | +488.5% | +363.3% |
| All | +1,287.2% | +218.5% | +1,068.6% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling