+966.8%
MOD vs QID
-99.0%
+1,065.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.8% | +16.7% | +6.1% |
| 7D | -13.9% | -0.8% | -13.2% | -13.5% |
| 30D | -41.5% | +20.1% | -61.6% | -34.0% |
| 3M | -45.7% | +11.8% | -57.6% | -40.4% |
| 6M | -61.1% | +5.5% | -66.6% | -56.7% |
| YTD | -20.5% | -21.5% | +1.0% | -22.2% |
| 1Y | -32.1% | -22.6% | -9.5% | -33.0% |
| 3Y | +146.5% | -72.3% | +218.8% | +83.0% |
| 5Y | +812.7% | -76.9% | +889.6% | +638.9% |
| 10Y | +966.8% | -99.0% | +1,065.8% | +252.7% |
| All | +966.8% | -99.0% | +1,065.9% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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