+26.9%
MSFU vs QS
-19.7%
+46.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | -3.2% | +2.2% | -5.4% | -3.4% |
| 30D | -3.1% | -8.1% | +4.9% | -2.5% |
| 3M | +35.3% | -27.0% | +62.3% | +38.1% |
| 6M | +31.6% | -16.4% | +48.0% | +32.3% |
| YTD | -9.5% | -46.4% | +36.8% | -6.3% |
| 1Y | -18.4% | -41.1% | +22.7% | -17.3% |
| 3Y | +26.9% | -18.6% | +45.6% | +21.7% |
| All | +26.9% | -19.7% | +46.6% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling