+16.3%
MOS vs QSR
+126.5%
-110.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.3% |
| 7D | +1.7% | -2.4% | +4.0% | +2.9% |
| 30D | +11.7% | +5.7% | +6.0% | +8.3% |
| 3M | +23.2% | +6.9% | +16.2% | +18.1% |
| 6M | -1.6% | +6.9% | -8.5% | -6.4% |
| YTD | +10.8% | +14.9% | -4.1% | +1.1% |
| 1Y | -16.2% | +29.1% | -45.3% | -28.9% |
| 3Y | -24.2% | +26.1% | -50.3% | -36.5% |
| 5Y | -6.6% | +42.3% | -49.0% | -29.3% |
| 10Y | +16.3% | +134.0% | -117.6% | -35.0% |
| All | +16.3% | +126.5% | -110.2% | -35.0% |
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