+103.9%
MSFU vs QID
-83.8%
+187.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.8% | +12.3% | +0.4% |
| 7D | +14.6% | -0.8% | +15.4% | +15.5% |
| 30D | +2.1% | +20.1% | -18.0% | +19.5% |
| 3M | +14.7% | +11.8% | +2.8% | +28.2% |
| 6M | +55.7% | +5.5% | +50.1% | +69.8% |
| YTD | +7.1% | -21.5% | +28.6% | -4.3% |
| 1Y | -0.5% | -22.6% | +22.1% | -11.3% |
| 3Y | +35.7% | -72.3% | +108.0% | -32.0% |
| All | +103.9% | -83.8% | +187.7% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling