+191.0%
MOD vs QS
-32.2%
+223.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -5.2% | +33.0% | +28.8% |
| 7D | +40.4% | -14.0% | +54.4% | +44.1% |
| 30D | -14.0% | -6.4% | -7.6% | -13.7% |
| 3M | -33.3% | -40.3% | +6.9% | -26.9% |
| 6M | -51.4% | -57.5% | +6.1% | -43.8% |
| YTD | +1.6% | -64.7% | +66.3% | +19.7% |
| 1Y | +5.4% | -72.9% | +78.3% | +29.1% |
| 3Y | +191.0% | -33.5% | +224.4% | +173.5% |
| All | +191.0% | -32.2% | +223.2% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling