+46.2%
MOS vs QS
-53.6%
+99.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +1.4% |
| 7D | +19.7% | +13.7% | +6.0% | +18.7% |
| 30D | +21.5% | -0.2% | +21.7% | +21.4% |
| 3M | -0.4% | -24.8% | +24.4% | +1.2% |
| 6M | +4.5% | -39.4% | +43.9% | +7.2% |
| YTD | -2.9% | -56.1% | +53.2% | +1.1% |
| 1Y | -7.7% | -72.5% | +64.8% | -1.5% |
| 3Y | -25.6% | -16.3% | -9.3% | -28.4% |
| 5Y | -31.2% | -87.6% | +56.4% | -31.6% |
| All | +46.2% | -53.6% | +99.9% | +50.7% |
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