+96.6%
QQQ vs MOS
-25.5%
+122.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +0.4% | +9.5% | -9.2% | -0.8% |
| 30D | +0.2% | +10.4% | -10.2% | -1.1% |
| 3M | -2.8% | +12.9% | -15.7% | -4.6% |
| 6M | +18.0% | +1.2% | +16.8% | +16.8% |
| YTD | +17.3% | +9.3% | +8.0% | +14.5% |
| 1Y | +25.6% | -18.0% | +43.6% | +28.0% |
| All | +96.6% | -25.5% | +122.1% | +94.5% |
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 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