+89.4%
XLE vs MSFU
+87.3%
+2.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +4.4% | -4.9% | +9.3% | +4.6% |
| 30D | -4.3% | -9.1% | +4.8% | -3.9% |
| 3M | +6.0% | +8.7% | -2.7% | +5.4% |
| 6M | +13.2% | +48.3% | -35.1% | +10.1% |
| YTD | +46.7% | -1.6% | +48.3% | +47.0% |
| 1Y | +46.6% | -13.6% | +60.2% | +48.8% |
| 3Y | +69.6% | +20.2% | +49.4% | +59.4% |
| All | +89.4% | +87.3% | +2.1% | +68.2% |
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