-59.8%
MSTZ vs QSR
+12.9%
-72.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +30.8% | -2.9% | +33.7% | +29.9% |
| 30D | +41.2% | +4.1% | +37.1% | +42.8% |
| 3M | -60.9% | -0.7% | -60.2% | -61.2% |
| 6M | -15.7% | +0.4% | -16.1% | -16.2% |
| YTD | -75.2% | +13.5% | -88.7% | -79.2% |
| 1Y | -59.8% | +11.0% | -70.8% | -65.0% |
| All | -59.8% | +12.9% | -72.7% | -65.0% |
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 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