+69.0%
MOS vs QS
-43.2%
+112.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.5% |
| 7D | +7.1% | +2.2% | +4.9% | +6.9% |
| 30D | +15.0% | -8.1% | +23.1% | +15.6% |
| 3M | +24.1% | -27.0% | +51.1% | +26.1% |
| 6M | +2.7% | -16.4% | +19.2% | +3.4% |
| YTD | +12.2% | -46.4% | +58.5% | +15.5% |
| 1Y | -16.3% | -41.1% | +24.8% | -15.0% |
| 3Y | -23.3% | -18.6% | -4.7% | -26.3% |
| 5Y | -4.2% | -73.0% | +68.9% | -6.5% |
| All | +69.0% | -43.2% | +112.2% | +72.2% |
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 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