-28.3%
MOS vs QID
-73.9%
+45.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +9.5% | -0.6% | +10.2% | +9.4% |
| 30D | +10.4% | 0.0% | +10.4% | +10.4% |
| 3M | +12.9% | +3.7% | +9.2% | +14.8% |
| 6M | +1.2% | -29.9% | +31.1% | -5.6% |
| YTD | +9.3% | -28.8% | +38.1% | +2.4% |
| 1Y | -18.0% | -37.2% | +19.2% | -25.0% |
| All | -28.3% | -73.9% | +45.6% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling