-6.3%
QXO vs MOS
-41.5%
+35.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | +9.0% | -2.0% | +11.0% | +9.5% |
| 30D | +22.0% | +15.3% | +6.7% | +18.5% |
| 3M | -15.4% | +1.5% | -16.9% | -15.8% |
| 6M | -26.0% | -2.0% | -24.0% | -25.9% |
| YTD | -34.7% | -6.5% | -28.2% | -34.4% |
| 1Y | -28.0% | -11.1% | -16.9% | -27.1% |
| 3Y | -47.0% | -30.3% | -16.8% | -45.6% |
| 5Y | -64.2% | -33.5% | -30.7% | -64.2% |
| 10Y | +48.1% | -3.3% | +51.4% | +24.4% |
| All | -6.3% | -41.5% | +35.3% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling