+166.3%
MTZ vs QSR
+43.4%
+122.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | +2.3% | -2.4% | +4.6% | +3.2% |
| 30D | -10.3% | +5.7% | -16.0% | -12.4% |
| 3M | -31.8% | +6.9% | -38.8% | -34.2% |
| 6M | -19.2% | +6.9% | -26.1% | -22.4% |
| YTD | +10.7% | +14.9% | -4.2% | +2.2% |
| 1Y | +37.5% | +29.1% | +8.4% | +18.6% |
| 3Y | +162.4% | +26.1% | +136.2% | +121.9% |
| 5Y | +166.3% | +42.3% | +124.0% | +93.4% |
| All | +166.3% | +43.4% | +122.9% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling