-35.8%
QXO vs MSFU
+72.2%
-108.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +2.9% | -3.2% | +6.0% | +3.1% |
| 30D | -18.0% | -3.1% | -14.9% | -17.9% |
| 3M | -14.7% | +35.3% | -50.0% | -16.3% |
| 6M | -39.2% | +31.6% | -70.8% | -40.7% |
| YTD | -31.3% | -9.5% | -21.8% | -31.2% |
| 1Y | -39.7% | -18.4% | -21.2% | -39.0% |
| 3Y | -41.5% | +26.9% | -68.5% | -44.7% |
| All | -35.8% | +72.2% | -108.0% | -42.0% |
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