+22.5%
XLB vs MSFU
-13.8%
+36.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.3% |
| 7D | -1.6% | -12.7% | +11.0% | -1.6% |
| 30D | +7.2% | -9.0% | +16.2% | +7.3% |
| 3M | 0.0% | +2.9% | -2.9% | +0.2% |
| 6M | +2.3% | +43.5% | -41.2% | +2.8% |
| YTD | +18.4% | -2.4% | +20.8% | +17.4% |
| All | +22.5% | -13.8% | +36.3% | +20.7% |
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