+133.5%
QLD vs MSFU
+35.1%
+98.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.4% | -5.3% | -9.4% |
| 7D | -18.6% | +1.0% | -19.6% | -19.0% |
| 30D | -28.3% | +0.6% | -28.9% | -28.5% |
| 3M | -20.4% | +16.4% | -36.8% | -26.2% |
| 6M | -14.3% | +53.0% | -67.3% | -33.0% |
| YTD | +2.8% | +3.5% | -0.7% | -2.4% |
| 1Y | -1.2% | -7.8% | +6.6% | +1.4% |
| All | +133.5% | +35.1% | +98.4% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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