-1.7%
XLC vs MSFU
-13.0%
+11.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | -2.8% | +6.5% | +3.9% |
| 30D | -1.9% | -5.3% | +3.4% | -1.7% |
| 3M | -3.1% | +7.2% | -10.4% | -3.6% |
| 6M | -6.4% | +51.0% | -57.4% | -8.1% |
| YTD | -6.8% | -1.2% | -5.6% | -10.9% |
| 1Y | -1.7% | -10.3% | +8.6% | -6.0% |
| All | -1.7% | -13.0% | +11.3% | -6.0% |
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