+216.8%
QLD vs MSFU
+97.0%
+119.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.4% | -5.3% | -8.7% |
| 7D | -18.6% | +1.0% | -19.6% | -19.2% |
| 30D | -28.3% | +0.6% | -28.9% | -28.6% |
| 3M | -20.4% | +16.4% | -36.8% | -27.6% |
| 6M | -14.3% | +53.0% | -67.3% | -37.2% |
| YTD | +2.8% | +3.5% | -0.7% | -6.6% |
| 1Y | -1.2% | -7.8% | +6.6% | -2.6% |
| 3Y | +135.3% | +35.6% | +99.8% | +57.0% |
| All | +216.8% | +97.0% | +119.8% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling