+34.5%
QXO vs MOS
+12.4%
+22.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.8% | -1.7% | -6.1% | -7.5% |
| 30D | -18.1% | +12.4% | -30.5% | -20.0% |
| 3M | -25.8% | +20.5% | -46.2% | -28.5% |
| 6M | -41.7% | -12.0% | -29.7% | -40.8% |
| YTD | -36.2% | +7.4% | -43.6% | -37.4% |
| 1Y | -42.1% | -22.5% | -19.6% | -40.1% |
| 3Y | -46.2% | -25.5% | -20.7% | -45.4% |
| 5Y | -70.7% | -10.1% | -60.6% | -72.6% |
| All | +34.5% | +12.4% | +22.1% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling