-11.4%
MOS vs QSR
+13.6%
-25.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.1% |
| 7D | -2.6% | -3.9% | +1.4% | -1.5% |
| 30D | +13.5% | +5.9% | +7.5% | +12.5% |
| 3M | -2.9% | +1.7% | -4.6% | -3.3% |
| 6M | -1.0% | -1.9% | +0.9% | -0.8% |
| YTD | -7.2% | +13.6% | -20.8% | -11.6% |
| 1Y | -11.4% | +13.1% | -24.5% | -15.3% |
| All | -11.4% | +13.6% | -25.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling