Period | Mean QMC | Mean LSMC | t-Value | p-Value |
In-Sample | 22.75% | 3.32% | 60.96 | 2.57E−31 |
Out-Sample | 21.82% | 3.57% | 25.82 | 2.15E−17 |
All Periods | 22.45% | 3.40% | 60.31 | 1.80E−29 |