+133.1%
QSR vs MKTX
+5.0%
+128.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | +2.8% | +0.7% | +2.0% | +2.6% |
| 3M | +5.1% | +40.8% | -35.7% | -1.9% |
| 6M | +8.8% | -8.0% | +16.8% | +9.8% |
| YTD | +14.8% | -8.7% | +23.6% | +16.0% |
| 1Y | +25.7% | -11.8% | +37.6% | +27.6% |
| 3Y | +27.5% | -24.0% | +51.6% | +30.1% |
| 5Y | +41.3% | -60.3% | +101.6% | +61.8% |
| All | +133.1% | +5.0% | +128.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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