+214.7%
IONQ vs MSFU
+34.7%
+180.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.9% | +5.4% |
| 7D | +25.5% | +14.6% | +10.9% | +15.9% |
| 30D | -11.4% | +2.1% | -13.5% | -12.7% |
| 3M | -20.5% | +14.7% | -35.1% | -27.2% |
| 6M | -28.2% | +55.7% | -83.9% | -47.2% |
| YTD | -21.2% | +7.1% | -28.3% | -28.8% |
| 1Y | -40.4% | -0.5% | -39.9% | -43.4% |
| 3Y | +214.7% | +35.7% | +179.0% | +184.1% |
| All | +214.7% | +34.7% | +180.0% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling