+73.2%
MSFU vs QS
-45.3%
+118.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -1.8% | -3.6% | +1.9% | -1.4% |
| 30D | +0.5% | -17.2% | +17.7% | +2.5% |
| 3M | +51.9% | -27.0% | +78.8% | +56.2% |
| 6M | +35.0% | -24.6% | +59.5% | +37.5% |
| YTD | -9.0% | -49.3% | +40.3% | -3.8% |
| 1Y | -18.8% | -40.3% | +21.5% | -17.3% |
| 3Y | +25.5% | -23.8% | +49.3% | +13.2% |
| All | +73.2% | -45.3% | +118.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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