+1,530.3%
MOD vs QSR
+49.2%
+1,481.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +9.6% | +2.4% | +7.1% | +8.4% |
| 30D | 0.0% | +7.6% | -7.6% | -3.5% |
| 3M | -35.4% | +12.6% | -48.0% | -39.6% |
| 6M | -7.3% | +14.4% | -21.6% | -14.7% |
| YTD | +45.8% | +19.6% | +26.2% | +30.1% |
| 1Y | +43.1% | +33.9% | +9.3% | +18.6% |
| 3Y | +297.7% | +27.1% | +270.6% | +224.2% |
| All | +1,530.3% | +49.2% | +1,481.1% | +958.5% |
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