-46.7%
QS vs MOH
+4.8%
-51.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.7% |
| 7D | -3.6% | +1.7% | -5.4% | -3.9% |
| 30D | -17.2% | -0.9% | -16.4% | -17.2% |
| 3M | -27.0% | +5.7% | -32.7% | -27.4% |
| 6M | -24.6% | +39.1% | -63.7% | -27.7% |
| YTD | -49.3% | +17.7% | -67.0% | -50.9% |
| 1Y | -40.3% | +8.4% | -48.7% | -42.0% |
| 3Y | -23.8% | -36.6% | +12.8% | -21.7% |
| 5Y | -75.0% | -19.1% | -55.9% | -74.6% |
| All | -46.7% | +4.8% | -51.5% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling