+65.8%
XLE vs MSFU
+19.9%
+45.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.6% | +2.0% |
| 7D | -0.2% | -12.7% | +12.4% | 0.0% |
| 30D | -4.0% | -9.0% | +5.0% | -3.8% |
| 3M | +4.6% | +2.9% | +1.7% | +4.5% |
| 6M | +12.3% | +43.5% | -31.2% | +10.8% |
| YTD | +44.5% | -2.4% | +47.0% | +45.9% |
| 1Y | +42.4% | -13.5% | +55.9% | +45.3% |
| All | +65.8% | +19.9% | +45.9% | +61.9% |
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