-23.1%
MOS vs Q
+68.3%
-91.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.2% |
| 7D | -2.0% | +1.2% | -3.1% | -2.1% |
| 30D | +15.3% | -2.7% | +18.0% | +15.4% |
| 3M | +1.5% | -16.9% | +18.4% | +3.7% |
| 6M | -2.0% | -26.9% | +24.9% | +1.3% |
| YTD | -6.5% | +45.2% | -51.7% | -11.4% |
| 1Y | -11.1% | +38.1% | -49.2% | -15.9% |
| All | -23.1% | +68.3% | -91.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling