+52.9%
MXL vs MSFU
+88.0%
-35.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +13.4% | -2.8% | +16.2% | +14.7% |
| 30D | -29.2% | -5.3% | -23.9% | -27.5% |
| 3M | -27.2% | +7.2% | -34.5% | -29.9% |
| 6M | -36.4% | +51.0% | -87.4% | -50.7% |
| YTD | +220.0% | -1.2% | +221.3% | +199.6% |
| 1Y | +304.8% | -10.3% | +315.1% | +299.6% |
| 3Y | +238.5% | +22.2% | +216.2% | +165.9% |
| All | +52.9% | +88.0% | -35.1% | -7.4% |
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