-32.6%
MOD vs QSR
+23.8%
-56.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.5% | -26.9% | -19.5% |
| 7D | -31.3% | +5.2% | -36.5% | -29.6% |
| 30D | -46.1% | +12.2% | -58.3% | -44.3% |
| 3M | -51.1% | +7.0% | -58.2% | -49.5% |
| 6M | -62.1% | -0.3% | -61.7% | -60.3% |
| YTD | -26.2% | +18.0% | -44.2% | -22.5% |
| 1Y | -32.6% | +22.6% | -55.2% | -27.0% |
| All | -32.6% | +23.8% | -56.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling