+2,717.1%
MOD vs QS
-44.4%
+2,761.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | +9.6% | -2.3% | +11.9% | +9.9% |
| 30D | 0.0% | -0.7% | +0.8% | +0.1% |
| 3M | -35.4% | -39.6% | +4.3% | -31.9% |
| 6M | -7.3% | -21.7% | +14.4% | -4.9% |
| YTD | +45.8% | -47.4% | +93.2% | +54.9% |
| 1Y | +43.1% | -28.4% | +71.5% | +46.6% |
| 3Y | +297.7% | -22.6% | +320.3% | +282.7% |
| 5Y | +1,478.8% | -75.6% | +1,554.3% | +1,460.1% |
| All | +2,717.1% | -44.4% | +2,761.4% | +2,548.1% |
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 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