+133.3%
QQQ vs MSFU
+88.0%
+45.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | -2.8% | +6.4% | +4.3% |
| 30D | -6.7% | -5.3% | -1.4% | -5.7% |
| 3M | -7.0% | +7.2% | -14.3% | -9.5% |
| 6M | -4.7% | +51.0% | -55.7% | -18.0% |
| YTD | +11.1% | -1.2% | +12.3% | +7.8% |
| 1Y | +12.3% | -10.3% | +22.6% | +12.7% |
| 3Y | +83.3% | +22.2% | +61.1% | +52.5% |
| All | +133.3% | +88.0% | +45.3% | +56.2% |
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 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