+601.1%
MSI vs QSR
+135.2%
+465.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.4% | -4.0% | +3.6% | +0.9% |
| 30D | -0.8% | +2.8% | -3.5% | -1.7% |
| 3M | +13.9% | +5.1% | +8.8% | +11.8% |
| 6M | +1.3% | +8.8% | -7.5% | -2.0% |
| YTD | +22.3% | +14.8% | +7.5% | +15.6% |
| 1Y | -3.9% | +25.7% | -29.6% | -12.1% |
| 3Y | +69.9% | +27.5% | +42.4% | +51.4% |
| 5Y | +103.8% | +41.3% | +62.5% | +73.0% |
| All | +601.1% | +135.2% | +465.9% | +423.5% |
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 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