-64.8%
MOD vs QS
-41.2%
-23.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.1% |
| 7D | -25.5% | +5.4% | -31.0% | -27.6% |
| 30D | -49.0% | -5.3% | -43.7% | -48.1% |
| 3M | -49.8% | -22.6% | -27.2% | -44.2% |
| 6M | -64.8% | -46.2% | -18.6% | -55.1% |
| All | -64.8% | -41.2% | -23.5% | -55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling