+58.2%
QQQI vs MOS
-10.7%
+69.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.8% | +1.7% | -0.8% | +0.6% |
| 30D | +0.2% | +11.7% | -11.5% | -1.1% |
| 3M | +2.3% | +23.2% | -20.8% | -0.3% |
| 6M | +11.6% | -1.6% | +13.2% | +11.0% |
| YTD | +11.3% | +10.8% | +0.5% | +8.7% |
| 1Y | +17.4% | -16.2% | +33.6% | +19.2% |
| All | +58.2% | -10.7% | +69.0% | +52.8% |
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