+1,530.3%
MOD vs QS
-75.2%
+1,605.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | +9.6% | -2.3% | +11.9% | +10.0% |
| 30D | 0.0% | -0.7% | +0.8% | +0.1% |
| 3M | -35.4% | -39.6% | +4.3% | -30.0% |
| 6M | -7.3% | -21.7% | +14.4% | -3.8% |
| YTD | +45.8% | -47.4% | +93.2% | +59.7% |
| 1Y | +43.1% | -28.4% | +71.5% | +47.7% |
| 3Y | +297.7% | -22.6% | +320.3% | +267.5% |
| All | +1,530.3% | -75.2% | +1,605.5% | +1,497.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling