-99.2%
MSTZ vs QSR
+24.3%
-123.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -29.7% | +2.4% | -32.2% | -28.9% |
| 30D | -65.3% | +7.6% | -72.9% | -64.3% |
| 3M | -57.3% | +12.6% | -70.0% | -55.5% |
| 6M | -61.6% | +14.4% | -76.0% | -59.8% |
| YTD | -78.3% | +19.6% | -97.9% | -77.1% |
| 1Y | -30.2% | +33.9% | -64.1% | -20.6% |
| All | -99.2% | +24.3% | -123.5% | -99.0% |
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