+14.9%
XLB vs MSFU
-18.4%
+33.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.9% |
| 7D | -0.2% | -3.2% | +2.9% | -0.2% |
| 30D | -1.7% | -3.1% | +1.4% | -1.7% |
| 3M | +4.4% | +35.3% | -30.9% | +4.5% |
| 6M | +5.0% | +31.6% | -26.6% | +4.8% |
| YTD | +15.5% | -9.5% | +25.0% | +15.6% |
| 1Y | +14.9% | -18.4% | +33.3% | +17.2% |
| All | +14.9% | -18.4% | +33.4% | +17.2% |
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