-15.6%
MOS vs QS
-71.4%
+55.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +7.5% | +9.8% | +15.8% |
| 7D | +17.9% | +4.5% | +13.5% | +17.0% |
| 30D | +1.6% | -4.1% | +5.7% | +2.0% |
| 3M | -4.0% | -22.1% | +18.2% | -0.1% |
| 6M | -4.1% | -38.4% | +34.3% | +3.1% |
| YTD | -7.8% | -57.5% | +49.7% | +5.3% |
| 1Y | -15.6% | -71.3% | +55.7% | +0.2% |
| All | -15.6% | -71.4% | +55.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling