+778.8%
MSI vs QSR
+211.0%
+567.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -5.8% | +0.1% | -5.8% | -5.8% |
| 30D | -1.0% | +5.9% | -6.9% | -2.8% |
| 3M | +14.2% | +10.5% | +3.7% | +10.5% |
| 6M | +1.0% | +7.7% | -6.7% | -1.8% |
| YTD | +21.5% | +16.8% | +4.7% | +14.7% |
| 1Y | -2.1% | +30.9% | -33.0% | -11.1% |
| 3Y | +69.3% | +28.2% | +41.1% | +52.2% |
| 5Y | +99.3% | +45.0% | +54.3% | +70.4% |
| 10Y | +595.0% | +127.3% | +467.7% | +413.0% |
| All | +778.8% | +211.0% | +567.9% | +511.9% |
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