+70.7%
MSFU vs QID
-85.2%
+155.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.5% |
| 7D | -2.3% | -1.9% | -0.4% | -3.6% |
| 30D | -6.3% | +1.7% | -8.0% | -4.9% |
| 3M | +40.0% | -3.9% | +43.9% | +37.8% |
| 6M | +30.1% | -30.0% | +60.1% | +2.3% |
| YTD | -10.3% | -28.2% | +17.9% | -27.0% |
| 1Y | -19.0% | -35.6% | +16.6% | -38.4% |
| 3Y | +25.8% | -74.3% | +100.1% | -41.1% |
| All | +70.7% | -85.2% | +155.9% | -39.0% |
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 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