+2,683.6%
MOD vs QS
-43.2%
+2,726.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +6.3% | +2.2% | +4.1% | +6.1% |
| 30D | -1.7% | -8.1% | +6.4% | -0.7% |
| 3M | -30.1% | -27.0% | -3.1% | -27.8% |
| 6M | +2.7% | -16.4% | +19.1% | +4.5% |
| YTD | +44.1% | -46.4% | +90.4% | +52.7% |
| 1Y | +38.7% | -41.1% | +79.8% | +44.8% |
| 3Y | +309.8% | -18.6% | +328.4% | +292.6% |
| 5Y | +1,569.7% | -73.0% | +1,642.8% | +1,541.1% |
| All | +2,683.6% | -43.2% | +2,726.9% | +2,510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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