+76.3%
MSFU vs XYL
+19.7%
+56.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.1% |
| 7D | -5.7% | -5.0% | -0.6% | -3.0% |
| 30D | +4.2% | -13.2% | +17.4% | +12.2% |
| 3M | +27.9% | -3.7% | +31.6% | +28.2% |
| 6M | +37.1% | -17.7% | +54.8% | +50.2% |
| YTD | -7.4% | -21.5% | +14.1% | +3.2% |
| 1Y | -19.6% | -24.5% | +4.9% | -8.0% |
| 3Y | +33.2% | +6.9% | +26.3% | +19.1% |
| All | +76.3% | +19.7% | +56.6% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling