+21.7%
XEL vs MSFU
+87.3%
-65.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +1.4% | -4.9% | +6.3% | +1.5% |
| 30D | +9.2% | -9.1% | +18.3% | +9.3% |
| 3M | +4.5% | +8.7% | -4.2% | +4.3% |
| 6M | +3.6% | +48.3% | -44.7% | +2.7% |
| YTD | +12.9% | -1.6% | +14.5% | +13.7% |
| 1Y | +4.1% | -13.6% | +17.7% | +5.5% |
| 3Y | +52.3% | +20.2% | +32.1% | +45.9% |
| All | +21.7% | +87.3% | -65.6% | +4.1% |
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