+7.6%
XLF vs MSFU
-19.1%
+26.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | -1.2% | +0.5% | -1.6% | -1.2% |
| 3M | +9.2% | +51.9% | -42.7% | +6.4% |
| 6M | +16.3% | +35.0% | -18.6% | +13.1% |
| YTD | +5.4% | -9.0% | +14.5% | +2.4% |
| 1Y | +7.6% | -18.8% | +26.4% | +4.8% |
| All | +7.6% | -19.1% | +26.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling