+8,329.0%
QLD vs MOS
+100.8%
+8,228.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | -5.1% |
| 7D | -9.4% | +17.9% | -27.3% | -15.9% |
| 30D | -17.1% | +1.6% | -18.6% | -18.5% |
| 3M | -10.4% | -4.0% | -6.4% | -10.6% |
| 6M | +0.7% | -4.1% | +4.9% | -0.3% |
| YTD | +17.7% | -7.8% | +25.5% | +15.7% |
| 1Y | +14.7% | -15.6% | +30.3% | +16.1% |
| 3Y | +169.6% | -28.9% | +198.5% | +181.2% |
| 5Y | +86.7% | -36.8% | +123.5% | +91.3% |
| 10Y | +1,600.8% | +6.7% | +1,594.1% | +1,056.1% |
| All | +8,329.0% | +100.8% | +8,228.2% | +3,202.6% |
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