+23.7%
MSFU vs QSR
+25.9%
-2.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.3% | -2.4% | 0.0% | -1.8% |
| 30D | -6.3% | +5.7% | -11.9% | -7.4% |
| 3M | +40.0% | +6.9% | +33.0% | +37.7% |
| 6M | +30.1% | +6.9% | +23.2% | +27.2% |
| YTD | -10.3% | +14.9% | -25.2% | -14.2% |
| 1Y | -19.0% | +29.1% | -48.1% | -25.9% |
| All | +23.7% | +25.9% | -2.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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