+70.7%
MSFU vs XYL
+21.9%
+48.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.3% | +0.8% | -3.2% | -2.8% |
| 30D | -6.3% | -10.8% | +4.6% | -0.5% |
| 3M | +40.0% | -2.5% | +42.5% | +39.4% |
| 6M | +30.1% | -12.2% | +42.3% | +36.8% |
| YTD | -10.3% | -20.1% | +9.7% | -1.1% |
| 1Y | -19.0% | -20.6% | +1.6% | -10.5% |
| 3Y | +25.8% | +17.3% | +8.5% | +6.2% |
| All | +70.7% | +21.9% | +48.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling