+878.4%
MSFT vs QSR
+135.2%
+743.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.8% | -4.0% | +3.2% | +0.6% |
| 30D | +0.8% | +2.8% | -1.9% | -0.2% |
| 3M | +27.2% | +5.1% | +22.1% | +24.7% |
| 6M | +22.9% | +8.8% | +14.1% | +18.5% |
| YTD | +3.1% | +14.8% | -11.7% | -2.7% |
| 1Y | -0.3% | +25.7% | -26.0% | -9.3% |
| 3Y | +50.1% | +27.5% | +22.6% | +32.7% |
| 5Y | +74.6% | +41.3% | +33.4% | +47.0% |
| All | +878.4% | +135.2% | +743.2% | +555.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling