-6.3%
MOS vs QSR
+137.6%
-144.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.0% | -2.9% | +1.0% | -0.3% |
| 30D | +15.3% | +4.1% | +11.2% | +13.0% |
| 3M | +1.5% | -0.7% | +2.2% | +1.8% |
| 6M | -2.0% | +0.4% | -2.4% | -2.9% |
| YTD | -6.5% | +13.5% | -20.0% | -14.4% |
| 1Y | -11.1% | +11.0% | -22.0% | -17.6% |
| 3Y | -30.3% | +22.0% | -52.2% | -40.6% |
| 5Y | -33.5% | +57.1% | -90.6% | -53.1% |
| All | -6.3% | +137.6% | -144.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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