+1,436.2%
MOD vs QS
-53.6%
+1,489.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.8% | +3.1% | +9.1% |
| 7D | -13.9% | +13.7% | -27.6% | -15.4% |
| 30D | -41.5% | -0.2% | -41.3% | -41.7% |
| 3M | -45.7% | -24.8% | -20.9% | -44.0% |
| 6M | -61.1% | -39.4% | -21.7% | -59.0% |
| YTD | -20.5% | -56.1% | +35.6% | -13.9% |
| 1Y | -32.1% | -72.5% | +40.4% | -23.0% |
| 3Y | +146.5% | -16.3% | +162.8% | +137.2% |
| 5Y | +812.7% | -87.6% | +900.3% | +839.7% |
| All | +1,436.2% | -53.6% | +1,489.8% | +1,372.1% |
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