+82.3%
MXL vs MSFU
+72.2%
+10.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.3% | +8.3% | +7.0% |
| 7D | +15.5% | -3.2% | +18.6% | +16.6% |
| 30D | -11.3% | -3.1% | -8.2% | -11.0% |
| 3M | -16.1% | +35.3% | -51.4% | -30.0% |
| 6M | +323.0% | +31.6% | +291.4% | +245.6% |
| YTD | +281.5% | -9.5% | +291.0% | +270.9% |
| 1Y | +319.3% | -18.4% | +337.7% | +328.8% |
| 3Y | +189.4% | +26.9% | +162.4% | +120.4% |
| All | +82.3% | +72.2% | +10.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling