-13.5%
MSFU vs QS
-73.9%
+60.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.6% | -3.5% |
| 7D | -12.7% | -5.0% | -7.7% | -11.6% |
| 30D | -9.0% | -1.4% | -7.6% | -8.6% |
| 3M | +2.9% | -33.6% | +36.5% | +11.2% |
| 6M | +43.5% | -47.6% | +91.1% | +57.1% |
| YTD | -2.4% | -59.6% | +57.2% | +5.3% |
| 1Y | -13.5% | -73.5% | +60.0% | +4.9% |
| All | -13.5% | -73.9% | +60.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling