+90.1%
MXL vs MSFU
+71.2%
+18.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +16.6% | -6.9% | +23.6% | +20.0% |
| 30D | +0.5% | -5.1% | +5.6% | +1.8% |
| 3M | -3.6% | +44.6% | -48.3% | -22.5% |
| 6M | +328.0% | +32.8% | +295.2% | +247.6% |
| YTD | +297.8% | -10.1% | +307.9% | +287.6% |
| 1Y | +339.4% | -19.4% | +358.8% | +352.3% |
| 3Y | +201.7% | +26.2% | +175.6% | +130.3% |
| All | +90.1% | +71.2% | +18.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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