+5,744.5%
MU vs QSR
+133.7%
+5,610.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | +2.0% | -4.7% | +6.7% | +4.3% |
| 30D | +12.5% | +4.3% | +8.2% | +10.3% |
| 3M | +9.6% | +5.4% | +4.2% | +5.9% |
| 6M | +142.6% | +8.2% | +134.5% | +129.5% |
| YTD | +242.7% | +14.1% | +228.5% | +212.7% |
| 1Y | +599.3% | +28.1% | +571.2% | +497.8% |
| 3Y | +1,308.3% | +25.3% | +1,283.0% | +1,082.6% |
| 5Y | +1,263.7% | +40.4% | +1,223.3% | +959.9% |
| All | +5,744.5% | +133.7% | +5,610.8% | +3,490.1% |
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