+88.0%
MSFU vs QS
-61.9%
+149.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +1.0% |
| 7D | -2.8% | -14.0% | +11.3% | -1.0% |
| 30D | -5.3% | -6.4% | +1.1% | -4.6% |
| 3M | +7.2% | -40.3% | +47.5% | +13.6% |
| 6M | +51.0% | -57.5% | +108.5% | +64.6% |
| YTD | -1.2% | -64.7% | +63.4% | +8.8% |
| 1Y | -10.3% | -72.9% | +62.6% | +1.5% |
| 3Y | +22.2% | -33.5% | +55.7% | +10.6% |
| All | +88.0% | -61.9% | +149.9% | +79.0% |
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