+85.8%
MSFU vs QID
-84.4%
+170.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.1% | -8.1% |
| 7D | -12.7% | -1.1% | -11.5% | -12.5% |
| 30D | -9.0% | +14.4% | -23.4% | +2.7% |
| 3M | +2.9% | +6.7% | -3.7% | +11.1% |
| 6M | +43.5% | +2.6% | +41.0% | +53.2% |
| YTD | -2.4% | -24.2% | +21.8% | -15.1% |
| 1Y | -13.5% | -22.3% | +8.8% | -22.7% |
| 3Y | +19.2% | -72.0% | +91.3% | -39.8% |
| All | +85.8% | -84.4% | +170.2% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling