+1,490.1%
MSCI vs QSR
+211.2%
+1,279.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.7% | +4.5% | -1.8% | +1.0% |
| 30D | +16.2% | +9.4% | +6.8% | +12.2% |
| 3M | +17.1% | +7.5% | +9.6% | +13.6% |
| 6M | +13.0% | -0.8% | +13.9% | +13.0% |
| YTD | +15.8% | +16.9% | -1.1% | +7.8% |
| 1Y | +15.5% | +16.3% | -0.8% | +7.6% |
| 3Y | +32.3% | +25.3% | +7.0% | +16.9% |
| 5Y | +8.2% | +60.4% | -52.2% | -14.0% |
| 10Y | +800.7% | +139.2% | +661.5% | +476.1% |
| All | +1,490.1% | +211.2% | +1,279.0% | +850.8% |
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