+72.2%
MSFU vs XYL
+23.3%
+49.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.9% |
| 7D | -3.2% | +1.8% | -5.0% | -4.1% |
| 30D | -3.1% | -9.2% | +6.1% | +1.8% |
| 3M | +35.3% | -0.3% | +35.5% | +32.9% |
| 6M | +31.6% | -11.0% | +42.5% | +37.3% |
| YTD | -9.5% | -19.2% | +9.7% | -0.8% |
| 1Y | -18.4% | -21.2% | +2.8% | -9.1% |
| 3Y | +26.9% | +18.6% | +8.3% | +6.5% |
| All | +72.2% | +23.3% | +49.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling