-21.6%
MOS vs Q
+66.4%
-88.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | +21.6% | +0.3% | +21.3% | +21.4% |
| 30D | +12.0% | -9.8% | +21.8% | +13.2% |
| 3M | -3.9% | -12.2% | +8.3% | -2.7% |
| 6M | -3.3% | -21.6% | +18.3% | -1.2% |
| YTD | -4.6% | +43.6% | -48.2% | -9.4% |
| 1Y | -7.0% | +25.7% | -32.7% | -10.9% |
| All | -21.6% | +66.4% | -88.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling