+43.6%
MOS vs QS
-56.5%
+100.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.1% |
| 7D | +21.6% | +5.4% | +16.2% | +21.2% |
| 30D | +12.0% | -5.3% | +17.3% | +12.3% |
| 3M | -3.9% | -22.6% | +18.7% | -2.5% |
| 6M | -3.3% | -46.2% | +42.8% | -0.1% |
| YTD | -4.6% | -58.9% | +54.3% | -0.3% |
| 1Y | -7.0% | -73.1% | +66.1% | -0.6% |
| 3Y | -24.4% | -27.2% | +2.8% | -26.7% |
| 5Y | -32.1% | -86.2% | +54.1% | -32.4% |
| All | +43.6% | -56.5% | +100.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling