+812.7%
MOD vs QSR
+55.7%
+757.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +10.0% |
| 7D | -13.9% | +3.9% | -17.8% | -15.8% |
| 30D | -41.5% | +9.3% | -50.8% | -44.3% |
| 3M | -45.7% | +5.9% | -51.6% | -47.6% |
| 6M | -61.1% | -1.0% | -60.1% | -61.5% |
| YTD | -20.5% | +16.7% | -37.2% | -28.8% |
| 1Y | -32.1% | +18.6% | -50.7% | -39.9% |
| 3Y | +146.5% | +25.4% | +121.1% | +99.9% |
| 5Y | +812.7% | +59.0% | +753.7% | +458.6% |
| All | +812.7% | +55.7% | +757.0% | +458.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling