+1,315.8%
QLD vs MOS
+8.5%
+1,307.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.3% | -16.0% | -13.8% |
| 7D | -18.6% | +22.5% | -41.1% | -24.3% |
| 30D | -28.3% | +6.6% | -34.9% | -30.4% |
| 3M | -20.4% | -3.8% | -16.6% | -20.6% |
| 6M | -14.3% | -2.2% | -12.1% | -15.5% |
| YTD | +2.8% | -4.8% | +7.5% | +0.3% |
| 1Y | -1.2% | -11.7% | +10.5% | -1.6% |
| 3Y | +135.3% | -26.5% | +161.8% | +141.5% |
| 5Y | +62.6% | -32.2% | +94.8% | +63.4% |
| All | +1,315.8% | +8.5% | +1,307.3% | +1,076.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling