+54.6%
XLE vs MSFU
+32.9%
+21.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.8% |
| 7D | +2.2% | -5.7% | +7.9% | +2.4% |
| 30D | +11.8% | +4.2% | +7.6% | +11.6% |
| 3M | +9.8% | +27.9% | -18.1% | +9.0% |
| 6M | +15.6% | +37.1% | -21.5% | +14.3% |
| YTD | +45.3% | -7.4% | +52.6% | +46.7% |
| 1Y | +48.3% | -19.6% | +67.9% | +51.5% |
| All | +54.6% | +32.9% | +21.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling