+88.0%
MSFU vs XYL
+6.7%
+81.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | -3.7% | +1.0% | -0.9% |
| 30D | -5.3% | -8.3% | +3.0% | -2.3% |
| 3M | +7.2% | -21.4% | +28.7% | +19.7% |
| 6M | +51.0% | -12.9% | +63.9% | +56.5% |
| YTD | -1.2% | -30.1% | +28.8% | +15.0% |
| 1Y | -10.3% | -35.2% | +24.8% | +10.3% |
| 3Y | +22.2% | -0.8% | +23.0% | +11.3% |
| All | +88.0% | +6.7% | +81.3% | +57.9% |
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