+29.5%
XLB vs MSFU
-2.2%
+31.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.5% | -11.0% | +2.5% |
| 7D | +3.9% | +8.2% | -4.2% | +3.9% |
| 30D | +8.9% | +10.2% | -1.3% | +8.9% |
| 3M | +4.1% | +22.9% | -18.8% | +4.2% |
| 6M | +7.3% | +63.2% | -55.9% | +7.7% |
| YTD | +20.4% | +11.7% | +8.7% | +19.9% |
| 1Y | +29.5% | -3.5% | +33.0% | +30.0% |
| All | +29.5% | -2.2% | +31.7% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling