+886.3%
MOD vs QSR
+130.9%
+755.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -17.8% | +4.5% | -22.3% | -20.6% |
| 30D | -43.2% | +9.4% | -52.6% | -46.9% |
| 3M | -46.0% | +7.5% | -53.5% | -49.2% |
| 6M | -62.2% | -0.8% | -61.4% | -63.1% |
| YTD | -22.8% | +16.9% | -39.7% | -32.5% |
| 1Y | -35.5% | +16.3% | -51.8% | -43.6% |
| 3Y | +128.2% | +25.3% | +102.9% | +83.9% |
| 5Y | +791.6% | +60.4% | +731.2% | +507.8% |
| 10Y | +886.3% | +139.2% | +747.1% | +553.4% |
| All | +886.3% | +130.9% | +755.5% | +553.4% |
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