+2,168.5%
MU vs QSR
+202.3%
+1,966.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | -2.9% | +15.7% | +14.2% |
| 30D | -14.9% | +4.1% | -19.0% | -17.0% |
| 3M | -18.0% | -0.7% | -17.4% | -18.7% |
| 6M | -3.1% | +0.4% | -3.6% | -5.4% |
| YTD | +172.9% | +13.5% | +159.4% | +147.0% |
| 1Y | +228.8% | +11.0% | +217.9% | +200.4% |
| 3Y | +950.8% | +22.0% | +928.9% | +790.6% |
| 5Y | +931.3% | +57.1% | +874.2% | +654.6% |
| 10Y | +4,417.7% | +138.3% | +4,279.4% | +2,458.3% |
| All | +2,168.5% | +202.3% | +1,966.2% | +1,055.1% |
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 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