-3.5%
MSFU vs QID
-21.1%
+17.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -1.8% | +15.3% | +12.4% |
| 7D | +8.2% | +9.8% | -1.6% | +14.3% |
| 30D | +10.2% | +18.9% | -8.7% | +22.3% |
| 3M | +22.9% | +9.6% | +13.3% | +31.2% |
| 6M | +63.2% | -7.8% | +71.0% | +54.0% |
| YTD | +11.7% | -23.3% | +35.1% | -5.2% |
| 1Y | -3.5% | -22.0% | +18.5% | -17.0% |
| All | -3.5% | -21.1% | +17.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling