-23.8%
QS vs MOH
-36.3%
+12.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.9% |
| 7D | -3.6% | +1.7% | -5.4% | -3.7% |
| 30D | -17.2% | -0.9% | -16.4% | -17.2% |
| 3M | -27.0% | +5.7% | -32.7% | -26.9% |
| 6M | -24.6% | +39.1% | -63.7% | -24.9% |
| YTD | -49.3% | +17.7% | -67.0% | -49.4% |
| 1Y | -40.3% | +8.4% | -48.7% | -40.7% |
| 3Y | -23.8% | -36.6% | +12.8% | -24.0% |
| All | -23.8% | -36.3% | +12.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling