+1,520.5%
MOD vs QSR
+122.5%
+1,398.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.2% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -1.7% | +5.9% | -7.6% | -4.9% |
| 3M | -30.1% | +10.5% | -40.6% | -34.8% |
| 6M | +2.7% | +7.7% | -5.0% | -3.4% |
| YTD | +44.1% | +16.8% | +27.3% | +28.3% |
| 1Y | +38.7% | +30.9% | +7.9% | +14.5% |
| 3Y | +309.8% | +28.2% | +281.6% | +231.2% |
| 5Y | +1,569.7% | +45.0% | +1,524.7% | +1,139.5% |
| 10Y | +1,520.5% | +127.3% | +1,393.2% | +943.7% |
| All | +1,520.5% | +122.5% | +1,398.0% | +943.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling