+1,298.1%
MOD vs QS
-56.5%
+1,354.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.2% |
| 7D | -25.5% | +5.4% | -31.0% | -26.2% |
| 30D | -49.0% | -5.3% | -43.7% | -48.8% |
| 3M | -49.8% | -22.6% | -27.2% | -48.4% |
| 6M | -64.8% | -46.2% | -18.6% | -62.4% |
| YTD | -27.6% | -58.9% | +31.3% | -21.1% |
| 1Y | -35.2% | -73.1% | +37.9% | -26.3% |
| 3Y | +137.1% | -27.2% | +164.3% | +131.2% |
| 5Y | +760.3% | -86.2% | +846.5% | +785.6% |
| All | +1,298.1% | -56.5% | +1,354.7% | +1,249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling