+108.6%
MTB vs QSR
+25.8%
+82.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | 0.0% | -4.0% | +4.0% | +0.8% |
| 30D | -4.8% | +2.8% | -7.6% | -5.4% |
| 3M | +6.0% | +5.1% | +0.9% | +4.7% |
| 6M | +19.6% | +8.8% | +10.8% | +17.0% |
| YTD | +21.5% | +14.8% | +6.6% | +17.1% |
| 1Y | +24.7% | +25.7% | -1.0% | +17.4% |
| 3Y | +108.6% | +27.5% | +81.0% | +86.8% |
| All | +108.6% | +25.8% | +82.8% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling