+110.7%
MOS vs QID
-100.0%
+210.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | -1.1% |
| 7D | +21.6% | +9.4% | +12.2% | +27.0% |
| 30D | +12.0% | +31.2% | -19.3% | +27.9% |
| 3M | -3.9% | +17.4% | -21.3% | +4.1% |
| 6M | -3.3% | +8.4% | -11.7% | +2.4% |
| YTD | -4.6% | -15.8% | +11.1% | -9.8% |
| 1Y | -7.0% | -16.3% | +9.4% | -12.2% |
| 3Y | -24.4% | -70.4% | +46.0% | -53.8% |
| 5Y | -32.1% | -74.8% | +42.7% | -55.1% |
| 10Y | +10.3% | -99.0% | +109.3% | -84.9% |
| All | +110.7% | -100.0% | +210.7% | -94.6% |
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 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