-3.0%
QQQ vs MSFU
+46.9%
-50.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.1% | +2.8% |
| 7D | -0.2% | -12.7% | +12.4% | +1.2% |
| 30D | -7.5% | -9.0% | +1.5% | -6.6% |
| 3M | -3.8% | +2.9% | -6.7% | -3.9% |
| 6M | -3.0% | +43.5% | -46.5% | -3.8% |
| All | -3.0% | +46.9% | -50.0% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling