+78.1%
QQQM vs MOS
-33.6%
+111.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +3.6% | -2.0% | +5.6% | +3.9% |
| 30D | -6.7% | +15.3% | -22.0% | -8.9% |
| 3M | -7.0% | +1.5% | -8.5% | -7.7% |
| 6M | -4.6% | -2.0% | -2.6% | -5.1% |
| YTD | +11.1% | -6.5% | +17.6% | +10.2% |
| 1Y | +12.3% | -11.1% | +23.4% | +12.2% |
| 3Y | +83.6% | -30.3% | +113.9% | +86.5% |
| All | +78.1% | -33.6% | +111.8% | +68.5% |
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 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