-47.7%
QS vs MOH
+2.8%
-50.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -18.3% | +3.0% | -21.2% | -18.6% |
| 3M | -26.0% | +1.2% | -27.2% | -26.1% |
| 6M | -24.0% | +41.7% | -65.8% | -27.4% |
| YTD | -50.3% | +15.4% | -65.7% | -51.7% |
| 1Y | -38.0% | +11.8% | -49.8% | -40.0% |
| 3Y | -24.6% | -37.5% | +12.9% | -22.4% |
| 5Y | -75.4% | -20.6% | -54.8% | -75.0% |
| All | -47.7% | +2.8% | -50.5% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling