+170.1%
MTB vs QSR
+135.2%
+34.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | 0.0% | -4.0% | +4.0% | +1.7% |
| 30D | -4.8% | +2.8% | -7.6% | -6.0% |
| 3M | +6.0% | +5.1% | +0.9% | +3.3% |
| 6M | +19.6% | +8.8% | +10.8% | +14.3% |
| YTD | +21.5% | +14.8% | +6.6% | +13.0% |
| 1Y | +24.7% | +25.7% | -1.0% | +11.0% |
| 3Y | +108.6% | +27.5% | +81.0% | +79.7% |
| 5Y | +106.7% | +41.3% | +65.5% | +66.9% |
| All | +170.1% | +135.2% | +34.9% | +78.3% |
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