+93.3%
QQQ vs MSFU
+24.2%
+69.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -0.6% | -6.3% | +5.6% | +0.6% |
| 3M | +1.3% | +40.0% | -38.6% | -7.9% |
| 6M | +18.1% | +30.1% | -12.0% | +7.9% |
| YTD | +16.9% | -10.3% | +27.2% | +18.2% |
| 1Y | +24.0% | -19.0% | +43.0% | +29.3% |
| All | +93.3% | +24.2% | +69.2% | +62.7% |
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