+560.2%
IONQ vs MSFU
+95.0%
+465.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | +1.6% |
| 7D | +16.7% | +4.0% | +12.6% | +13.0% |
| 30D | -12.3% | -2.3% | -10.0% | -11.5% |
| 3M | -17.7% | +7.1% | -24.8% | -22.4% |
| 6M | -28.9% | +48.9% | -77.8% | -48.2% |
| YTD | -22.0% | +2.4% | -24.5% | -29.2% |
| 1Y | -36.8% | -8.1% | -28.7% | -37.9% |
| 3Y | +228.2% | +25.2% | +203.1% | +138.9% |
| All | +560.2% | +95.0% | +465.2% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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