+215.7%
MXL vs MSFU
+24.2%
+191.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.9% |
| 7D | +19.0% | -2.3% | +21.3% | +19.7% |
| 30D | +4.5% | -6.3% | +10.7% | +6.3% |
| 3M | -1.5% | +40.0% | -41.5% | -18.1% |
| 6M | +348.6% | +30.1% | +318.5% | +274.0% |
| YTD | +310.3% | -10.3% | +320.6% | +307.7% |
| 1Y | +344.7% | -19.0% | +363.7% | +365.5% |
| All | +215.7% | +24.2% | +191.5% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling