+43.5%
MSFU vs QS
-43.3%
+86.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.6% | -3.3% |
| 7D | -12.7% | -5.0% | -7.7% | -11.4% |
| 30D | -9.0% | -1.4% | -7.6% | -8.5% |
| 3M | +2.9% | -33.6% | +36.5% | +11.7% |
| 6M | +43.5% | -47.6% | +91.1% | +52.9% |
| All | +43.5% | -43.3% | +86.8% | +52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling