+72.2%
MSFU vs QS
-42.1%
+114.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +35.3% | -27.0% | +62.3% | +39.2% |
| 6M | +31.6% | -16.4% | +48.0% | +32.6% |
| YTD | -9.5% | -46.4% | +36.8% | -4.9% |
| 1Y | -18.4% | -41.1% | +22.7% | -16.8% |
| 3Y | +26.9% | -18.6% | +45.6% | +13.6% |
| All | +72.2% | -42.1% | +114.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling