+9,127.5%
QLD vs MOS
+138.0%
+8,989.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +0.6% | +9.5% | -9.0% | -3.2% |
| 30D | -0.1% | +10.4% | -10.6% | -4.5% |
| 3M | -8.4% | +12.9% | -21.2% | -13.7% |
| 6M | +32.2% | +1.2% | +31.0% | +28.0% |
| YTD | +28.9% | +9.3% | +19.6% | +19.9% |
| 1Y | +43.8% | -18.0% | +61.8% | +49.1% |
| 3Y | +176.6% | -29.0% | +205.6% | +192.2% |
| 5Y | +121.6% | -9.6% | +131.2% | +96.7% |
| 10Y | +1,652.9% | +6.1% | +1,646.8% | +1,118.9% |
| All | +9,127.5% | +138.0% | +8,989.4% | +3,320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling