-1.4%
QXO vs MOS
-29.8%
+28.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.2% |
| 7D | +2.9% | +7.1% | -4.2% | +1.5% |
| 30D | -18.0% | +15.0% | -33.1% | -20.3% |
| 3M | -14.7% | +24.1% | -38.8% | -18.3% |
| 6M | -39.2% | +2.7% | -41.9% | -40.1% |
| YTD | -31.3% | +12.2% | -43.5% | -33.2% |
| 1Y | -39.7% | -16.3% | -23.4% | -38.4% |
| 3Y | -41.5% | -23.3% | -18.2% | -41.0% |
| 5Y | -67.0% | -4.2% | -62.8% | -69.3% |
| 10Y | +44.7% | +12.6% | +32.2% | +18.2% |
| All | -1.4% | -29.8% | +28.4% | -0.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling