-14.3%
MTZ vs QSR
+23.8%
-38.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.5% | -20.9% | -14.0% |
| 7D | -7.4% | +5.2% | -12.6% | -5.9% |
| 30D | -23.6% | +12.2% | -35.8% | -21.7% |
| 3M | -38.3% | +7.0% | -45.4% | -37.1% |
| 6M | -60.6% | -0.3% | -60.3% | -59.8% |
| YTD | -22.9% | +18.0% | -40.9% | -17.7% |
| 1Y | -14.3% | +22.6% | -36.9% | -6.7% |
| All | -14.3% | +23.8% | -38.1% | -6.7% |
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