-7.9%
MOS vs QS
-74.1%
+66.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +24.8% | +8.0% | +16.8% | +22.8% |
| 30D | +22.7% | -2.8% | +25.5% | +22.7% |
| 3M | -1.2% | -28.1% | +26.9% | +4.2% |
| 6M | +5.5% | -41.0% | +46.5% | +14.4% |
| YTD | -2.0% | -57.3% | +55.3% | +12.2% |
| 1Y | -7.9% | -72.7% | +64.7% | +9.3% |
| All | -7.9% | -74.1% | +66.2% | +9.3% |
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