-11.1%
MOS vs QID
-20.9%
+9.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.0% |
| 7D | -2.0% | -7.1% | +5.2% | -2.6% |
| 30D | +15.3% | +12.6% | +2.7% | +17.1% |
| 3M | +1.5% | +14.2% | -12.7% | +3.5% |
| 6M | -2.0% | +6.2% | -8.2% | -0.5% |
| YTD | -6.5% | -21.8% | +15.3% | -10.2% |
| 1Y | -11.1% | -23.1% | +12.1% | -14.3% |
| All | -11.1% | -20.9% | +9.8% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling