+87.4%
OMC vs QS
-43.2%
+130.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.8% | +2.2% | -8.0% | -5.8% |
| 30D | -4.8% | -8.1% | +3.2% | -4.5% |
| 3M | +9.2% | -27.0% | +36.3% | +10.3% |
| 6M | -2.5% | -16.4% | +14.0% | -2.3% |
| YTD | +2.6% | -46.4% | +48.9% | +4.5% |
| 1Y | +5.9% | -41.1% | +47.0% | +6.5% |
| 3Y | +14.2% | -18.6% | +32.8% | +9.2% |
| 5Y | +33.2% | -73.0% | +106.3% | +29.3% |
| All | +87.4% | -43.2% | +130.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling