-4.2%
MOS vs QSR
+46.1%
-50.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.4% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | +15.0% | +5.9% | +9.1% | +12.8% |
| 3M | +24.1% | +10.5% | +13.6% | +19.5% |
| 6M | +2.7% | +7.7% | -5.0% | -0.7% |
| YTD | +12.2% | +16.8% | -4.6% | +5.1% |
| 1Y | -16.3% | +30.9% | -47.2% | -25.3% |
| 3Y | -23.3% | +28.2% | -51.5% | -32.0% |
| 5Y | -4.2% | +45.0% | -49.1% | -20.9% |
| All | -4.2% | +46.1% | -50.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling