+247.7%
QLD vs MSFU
+88.0%
+159.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.7% |
| 7D | +7.0% | -2.8% | +9.8% | +8.4% |
| 30D | -14.3% | -5.3% | -9.0% | -12.1% |
| 3M | -16.0% | +7.2% | -23.2% | -20.1% |
| 6M | -14.2% | +51.0% | -65.2% | -37.0% |
| YTD | +12.8% | -1.2% | +14.0% | +4.8% |
| 1Y | +14.1% | -10.3% | +24.4% | +13.3% |
| 3Y | +146.0% | +22.2% | +123.7% | +76.3% |
| All | +247.7% | +88.0% | +159.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling