+95.7%
QQQ vs MOS
-11.7%
+107.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.6% | -1.7% | +1.2% | -0.3% |
| 30D | -1.2% | +12.4% | -13.6% | -3.0% |
| 3M | -0.2% | +20.5% | -20.7% | -3.3% |
| 6M | +17.9% | -12.0% | +29.9% | +19.2% |
| YTD | +16.6% | +7.4% | +9.2% | +13.8% |
| 1Y | +23.0% | -22.5% | +45.4% | +26.3% |
| 3Y | +92.9% | -25.5% | +118.4% | +94.8% |
| All | +95.7% | -11.7% | +107.4% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling