+1,136.3%
MSFT vs QSR
+211.0%
+925.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -1.0% | +5.9% | -6.9% | -3.0% |
| 3M | +20.2% | +10.5% | +9.7% | +15.9% |
| 6M | +21.3% | +7.7% | +13.6% | +17.5% |
| YTD | +2.8% | +16.8% | -14.0% | -3.4% |
| 1Y | 0.0% | +30.9% | -30.9% | -10.1% |
| 3Y | +51.2% | +28.2% | +23.0% | +34.3% |
| 5Y | +71.4% | +45.0% | +26.5% | +44.4% |
| 10Y | +868.6% | +127.3% | +741.3% | +568.4% |
| All | +1,136.3% | +211.0% | +925.3% | +683.0% |
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 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