Period | Mean QMC | Mean LSMC | t-Value | p-Value |
In-Sample | 20.59% | 7.55% | 20.81 | 2.21E−19 |
Out-Sample | 21.15% | 8.00% | 13.43 | 2.27E−15 |
All Periods | 20.75% | 7.68% | 20.77 | 5.87E−19 |