+58.2%
QQQI vs MOH
-42.6%
+100.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.9% |
| 7D | -0.3% | +1.7% | -2.1% | -0.3% |
| 30D | -0.3% | -0.9% | +0.6% | -0.3% |
| 3M | +1.3% | +5.7% | -4.4% | +1.4% |
| 6M | +11.5% | +39.1% | -27.6% | +11.7% |
| YTD | +11.3% | +17.7% | -6.4% | +11.4% |
| 1Y | +16.9% | +8.4% | +8.5% | +17.0% |
| All | +58.2% | -42.6% | +100.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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