-23.4%
MSTZ vs QSR
+29.1%
-52.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.6% | +8.1% |
| 7D | -25.4% | +0.1% | -25.4% | -25.5% |
| 30D | -60.9% | +5.9% | -66.8% | -61.3% |
| 3M | -54.2% | +10.5% | -64.6% | -55.0% |
| 6M | -65.0% | +7.7% | -72.7% | -66.3% |
| YTD | -76.5% | +16.8% | -93.3% | -79.0% |
| 1Y | -23.4% | +30.9% | -54.3% | -28.6% |
| All | -23.4% | +29.1% | -52.5% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling