+110.4%
MOS vs QID
-100.0%
+210.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.7% | -9.4% | +9.3% |
| 7D | +22.5% | +20.2% | +2.3% | +33.8% |
| 30D | +6.6% | +35.3% | -28.7% | +23.6% |
| 3M | -3.8% | +21.3% | -25.1% | +5.9% |
| 6M | -2.2% | +6.7% | -8.9% | +2.8% |
| YTD | -4.8% | -13.6% | +8.8% | -8.9% |
| 1Y | -11.7% | -11.0% | -0.7% | -14.1% |
| 3Y | -26.5% | -69.8% | +43.3% | -54.7% |
| 5Y | -32.2% | -74.1% | +41.9% | -54.6% |
| 10Y | +10.2% | -99.0% | +109.2% | -84.7% |
| All | +110.4% | -100.0% | +210.4% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling