+95.0%
QQQM vs MOS
-7.1%
+102.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +1.5% | +7.1% | -5.6% | +0.5% |
| 30D | -0.7% | +15.0% | -15.7% | -2.8% |
| 3M | +0.4% | +24.1% | -23.6% | -3.1% |
| 6M | +20.1% | +2.7% | +17.3% | +18.5% |
| YTD | +17.2% | +12.2% | +5.0% | +13.7% |
| 1Y | +24.7% | -16.3% | +41.0% | +26.6% |
| 3Y | +96.6% | -23.3% | +119.9% | +97.7% |
| 5Y | +95.0% | -4.2% | +99.2% | +75.9% |
| All | +95.0% | -7.1% | +102.1% | +75.9% |
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