+135.8%
IONQ vs MSFU
+35.1%
+100.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.4% | -3.1% | -6.5% |
| 7D | -16.7% | +1.0% | -17.7% | -17.4% |
| 30D | -38.9% | +0.6% | -39.5% | -39.3% |
| 3M | -33.8% | +16.4% | -50.2% | -40.0% |
| 6M | -44.9% | +53.0% | -97.9% | -59.4% |
| YTD | -41.1% | +3.5% | -44.6% | -45.7% |
| 1Y | -52.3% | -7.8% | -44.5% | -52.5% |
| All | +135.8% | +35.1% | +100.6% | +118.9% |
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