+46.4%
MOS vs QS
-57.3%
+103.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.5% |
| 7D | +5.5% | -5.0% | +10.4% | +5.7% |
| 30D | +21.0% | -1.4% | +22.4% | +21.0% |
| 3M | -0.5% | -33.6% | +33.1% | +1.9% |
| 6M | +6.6% | -47.6% | +54.2% | +10.3% |
| YTD | -2.8% | -59.6% | +56.8% | +1.8% |
| 1Y | -8.1% | -73.5% | +65.5% | -1.6% |
| 3Y | -25.6% | -23.0% | -2.6% | -28.0% |
| 5Y | -29.8% | -89.4% | +59.6% | -29.7% |
| All | +46.4% | -57.3% | +103.7% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling