+128.8%
MOD vs QS
-22.5%
+151.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +4.5% |
| 7D | +8.2% | -5.0% | +13.2% | +9.4% |
| 30D | -38.2% | -1.4% | -36.8% | -38.3% |
| 3M | -46.2% | -33.6% | -12.6% | -42.1% |
| 6M | -62.5% | -47.6% | -15.0% | -58.2% |
| YTD | -20.1% | -59.6% | +39.5% | -8.0% |
| 1Y | -29.7% | -73.5% | +43.9% | -13.7% |
| All | +128.8% | -22.5% | +151.3% | +110.3% |
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