-81.0%
QID vs MOH
-19.7%
-61.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.6% |
| 7D | +1.3% | +1.7% | -0.4% | +1.5% |
| 30D | +2.9% | -0.9% | +3.8% | +2.9% |
| 3M | -0.7% | +5.7% | -6.4% | +0.2% |
| 6M | -29.7% | +39.1% | -68.8% | -26.3% |
| YTD | -27.9% | +17.7% | -45.6% | -25.6% |
| 1Y | -34.6% | +8.4% | -43.0% | -33.2% |
| 3Y | -73.5% | -36.6% | -37.0% | -74.9% |
| All | -81.0% | -19.7% | -61.4% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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