+1,346.4%
MU vs QSR
+43.4%
+1,302.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | +7.5% | -2.4% | +9.9% | +8.3% |
| 30D | +19.4% | +5.7% | +13.7% | +17.2% |
| 3M | +9.8% | +6.9% | +2.9% | +6.7% |
| 6M | +164.1% | +6.9% | +157.3% | +154.4% |
| YTD | +260.3% | +14.9% | +245.4% | +234.1% |
| 1Y | +661.2% | +29.1% | +632.1% | +563.0% |
| 3Y | +1,380.8% | +26.1% | +1,354.7% | +1,148.0% |
| 5Y | +1,346.4% | +42.3% | +1,304.1% | +922.8% |
| All | +1,346.4% | +43.4% | +1,302.9% | +922.8% |
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 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