+35.7%
MSFU vs XYL
+5.6%
+30.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +14.6% | +2.1% | +12.5% | +13.9% |
| 30D | +2.1% | -3.4% | +5.5% | +2.6% |
| 3M | +14.7% | -17.2% | +31.8% | +23.6% |
| 6M | +55.7% | -12.0% | +67.7% | +60.4% |
| YTD | +7.1% | -26.3% | +33.4% | +20.6% |
| 1Y | -0.5% | -33.5% | +33.0% | +22.0% |
| 3Y | +35.7% | +6.4% | +29.3% | +29.4% |
| All | +35.7% | +5.6% | +30.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling