-37.3%
MOS vs QSR
+211.4%
-248.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +21.6% | +7.3% | +14.3% | +17.7% |
| 30D | +12.0% | +11.9% | +0.1% | +5.9% |
| 3M | -3.9% | +7.5% | -11.4% | -7.6% |
| 6M | -3.3% | +2.5% | -5.8% | -5.2% |
| YTD | -4.6% | +17.0% | -21.6% | -13.3% |
| 1Y | -7.0% | +18.1% | -25.1% | -16.1% |
| 3Y | -24.4% | +28.6% | -53.0% | -36.4% |
| 5Y | -32.1% | +55.8% | -87.9% | -49.9% |
| 10Y | +10.3% | +140.5% | -130.2% | -38.8% |
| All | -37.3% | +211.4% | -248.8% | -68.0% |
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 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