+40.9%
QSR vs MTCH
-73.3%
+114.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | +2.8% | +15.9% | -13.1% | +0.2% |
| 3M | +5.1% | +23.3% | -18.2% | +1.2% |
| 6M | +8.8% | +40.1% | -31.3% | +2.2% |
| YTD | +14.8% | +33.6% | -18.8% | +8.6% |
| 1Y | +25.7% | +14.1% | +11.6% | +21.9% |
| 3Y | +27.5% | +1.4% | +26.1% | +23.1% |
| All | +40.9% | -73.3% | +114.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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