+58.1%
XLE vs MSFU
+32.6%
+25.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | 0.0% |
| 7D | -12.0% | +2.5% | -14.5% | -12.0% |
| 30D | -2.7% | -1.3% | -1.5% | -2.7% |
| 3M | +6.6% | +8.6% | -2.1% | +6.3% |
| 6M | +9.5% | +48.4% | -38.9% | +8.0% |
| YTD | +40.6% | +1.6% | +39.0% | +41.7% |
| 1Y | +43.6% | -5.8% | +49.4% | +45.7% |
| 3Y | +58.1% | +30.9% | +27.1% | +54.8% |
| All | +58.1% | +32.6% | +25.5% | +54.8% |
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