-21.3%
MSFU vs Q
+80.0%
-101.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -5.0% |
| 7D | -12.7% | +6.6% | -19.2% | -13.3% |
| 30D | -9.0% | +2.7% | -11.7% | -9.4% |
| 3M | +2.9% | -8.4% | +11.3% | +3.1% |
| 6M | +43.5% | -17.3% | +60.8% | +40.8% |
| YTD | -2.4% | +55.3% | -57.7% | -20.3% |
| 1Y | -13.5% | +31.5% | -44.9% | -27.2% |
| All | -21.3% | +80.0% | -101.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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