-32.8%
MOS vs QID
-74.8%
+42.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | -0.5% |
| 7D | +21.6% | +9.4% | +12.2% | +24.3% |
| 30D | +12.0% | +31.2% | -19.3% | +19.9% |
| 3M | -3.9% | +17.4% | -21.3% | +0.2% |
| 6M | -3.3% | +8.4% | -11.7% | -0.2% |
| YTD | -4.6% | -15.8% | +11.1% | -7.1% |
| 1Y | -7.0% | -16.3% | +9.4% | -9.5% |
| 3Y | -24.4% | -70.4% | +46.0% | -41.3% |
| All | -32.8% | -74.8% | +42.0% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling