+190.1%
QSR vs MTCH
+153.5%
+36.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | +4.3% | +13.6% | -9.3% | +1.8% |
| 3M | +5.4% | +22.4% | -16.9% | +1.3% |
| 6M | +8.2% | +37.2% | -29.0% | +1.3% |
| YTD | +14.1% | +31.8% | -17.7% | +7.6% |
| 1Y | +28.1% | +12.9% | +15.2% | +24.1% |
| 3Y | +25.3% | -1.1% | +26.4% | +21.5% |
| 5Y | +40.4% | -73.5% | +113.9% | +69.4% |
| 10Y | +132.4% | +200.7% | -68.3% | +66.5% |
| All | +190.1% | +153.5% | +36.6% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling