-28.2%
MOS vs QSR
+218.5%
-246.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | +2.4% | +7.1% | +8.2% |
| 30D | +10.4% | +7.6% | +2.8% | +6.3% |
| 3M | +12.9% | +12.6% | +0.3% | +5.7% |
| 6M | +1.2% | +14.4% | -13.1% | -6.7% |
| YTD | +9.3% | +19.6% | -10.3% | -1.6% |
| 1Y | -18.0% | +33.9% | -51.9% | -30.9% |
| 3Y | -29.0% | +27.1% | -56.1% | -39.9% |
| 5Y | -9.6% | +48.5% | -58.1% | -31.3% |
| 10Y | +6.1% | +126.2% | -120.1% | -40.1% |
| All | -28.2% | +218.5% | -246.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling