+114.6%
XLC vs MSFU
+72.2%
+42.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | +0.6% | -3.2% | +3.7% | +1.2% |
| 30D | +0.2% | -3.1% | +3.4% | +0.8% |
| 3M | +0.6% | +35.3% | -34.6% | -6.8% |
| 6M | -4.5% | +31.6% | -36.1% | -12.2% |
| YTD | -4.7% | -9.5% | +4.8% | -4.7% |
| 1Y | -1.7% | -18.4% | +16.8% | +0.8% |
| 3Y | +72.3% | +26.9% | +45.3% | +43.0% |
| All | +114.6% | +72.2% | +42.3% | +55.3% |
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