-25.0%
MOS vs QID
-71.7%
+46.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.2% |
| 7D | +24.8% | +1.8% | +23.0% | +25.4% |
| 30D | +22.7% | +21.6% | +1.1% | +28.3% |
| 3M | -1.2% | +12.6% | -13.8% | +1.7% |
| 6M | +5.5% | +6.9% | -1.4% | +8.4% |
| YTD | -2.0% | -20.5% | +18.6% | -5.6% |
| 1Y | -7.9% | -18.1% | +10.1% | -10.6% |
| 3Y | -25.0% | -70.7% | +45.7% | -46.6% |
| All | -25.0% | -71.7% | +46.7% | -46.6% |
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 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