+80.7%
QQQ vs MOS
-26.6%
+107.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -5.0% | +21.6% | -26.6% | -7.2% |
| 30D | -13.4% | +12.0% | -25.4% | -14.7% |
| 3M | -8.1% | -3.9% | -4.2% | -7.9% |
| 6M | -5.5% | -3.3% | -2.2% | -5.7% |
| YTD | +7.2% | -4.6% | +11.8% | +6.1% |
| 1Y | +7.8% | -7.0% | +14.7% | +6.9% |
| 3Y | +80.7% | -24.4% | +105.2% | +78.8% |
| All | +80.7% | -26.6% | +107.4% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling