+71.2%
MSFU vs QSR
+49.2%
+22.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -6.9% | -4.7% | -2.2% | -5.4% |
| 30D | -5.1% | +4.3% | -9.4% | -6.6% |
| 3M | +44.6% | +5.4% | +39.2% | +41.6% |
| 6M | +32.8% | +8.2% | +24.7% | +27.7% |
| YTD | -10.1% | +14.1% | -24.2% | -15.7% |
| 1Y | -19.4% | +28.1% | -47.5% | -28.9% |
| 3Y | +26.2% | +25.3% | +0.9% | +6.9% |
| All | +71.2% | +49.2% | +22.0% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling