+301.5%
MOH vs QSR
+205.8%
+95.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.7% | -4.0% | +5.7% | +3.1% |
| 30D | -0.9% | +2.8% | -3.6% | -1.9% |
| 3M | +5.7% | +5.1% | +0.6% | +3.8% |
| 6M | +39.1% | +8.8% | +30.3% | +34.4% |
| YTD | +17.7% | +14.8% | +2.9% | +11.1% |
| 1Y | +8.4% | +25.7% | -17.3% | -1.2% |
| 3Y | -36.6% | +27.5% | -64.1% | -43.5% |
| 5Y | -19.1% | +41.3% | -60.3% | -31.5% |
| 10Y | +262.8% | +133.8% | +129.0% | +139.3% |
| All | +301.5% | +205.8% | +95.7% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling