-6.3%
MOS vs QID
-99.0%
+92.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.6% |
| 7D | -2.0% | -7.1% | +5.2% | -4.2% |
| 30D | +15.3% | +12.6% | +2.7% | +20.4% |
| 3M | +1.5% | +14.2% | -12.7% | +6.6% |
| 6M | -2.0% | +6.2% | -8.2% | +1.7% |
| YTD | -6.5% | -21.8% | +15.3% | -11.9% |
| 1Y | -11.1% | -23.1% | +12.1% | -16.6% |
| 3Y | -30.3% | -71.3% | +41.1% | -50.5% |
| 5Y | -33.5% | -77.0% | +43.5% | -50.5% |
| All | -6.3% | -99.0% | +92.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling