-0.7%
QXO vs MOS
-31.6%
+30.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -1.3% | +9.5% | -10.8% | -3.0% |
| 30D | -16.0% | +10.4% | -26.5% | -17.7% |
| 3M | -17.7% | +12.9% | -30.6% | -19.8% |
| 6M | -42.6% | +1.2% | -43.8% | -43.3% |
| YTD | -30.8% | +9.3% | -40.1% | -32.4% |
| 1Y | -35.3% | -18.0% | -17.3% | -33.7% |
| 3Y | -46.3% | -29.0% | -17.3% | -45.0% |
| 5Y | -69.2% | -9.6% | -59.6% | -71.0% |
| 10Y | +62.1% | +6.1% | +56.1% | +33.9% |
| All | -0.7% | -31.6% | +30.9% | +0.7% |
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