-62.7%
MOD vs QSR
-1.0%
-61.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.7% |
| 7D | -13.9% | +3.9% | -17.8% | -9.9% |
| 30D | -41.5% | +9.3% | -50.8% | -37.2% |
| 3M | -45.7% | +5.9% | -51.6% | -41.3% |
| All | -62.7% | -1.0% | -61.7% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling