+48.3%
XLB vs MSFU
+93.3%
-45.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | +6.1% | -1.3% | +7.4% | +6.0% |
| 3M | 0.0% | +8.6% | -8.6% | -1.2% |
| 6M | 0.0% | +48.4% | -48.4% | -5.7% |
| YTD | +16.0% | +1.6% | +14.5% | +14.9% |
| 1Y | +24.7% | -5.8% | +30.5% | +24.9% |
| 3Y | +40.4% | +30.9% | +9.4% | +25.3% |
| All | +48.3% | +93.3% | -45.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling