+167.4%
MTB vs QSR
+203.9%
-36.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -0.4% | -4.7% | +4.3% | +1.5% |
| 30D | -4.6% | +4.3% | -8.9% | -6.4% |
| 3M | +7.4% | +5.4% | +2.0% | +4.7% |
| 6M | +18.7% | +8.2% | +10.5% | +14.0% |
| YTD | +21.1% | +14.1% | +6.9% | +13.4% |
| 1Y | +24.1% | +28.1% | -4.0% | +10.3% |
| 3Y | +115.3% | +25.3% | +90.1% | +88.9% |
| 5Y | +106.0% | +40.4% | +65.6% | +69.6% |
| 10Y | +171.6% | +132.4% | +39.2% | +79.3% |
| All | +167.4% | +203.9% | -36.5% | +63.3% |
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 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