+12.5%
XLF vs MSFU
-13.0%
+25.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.7% | -2.8% | +5.4% | +2.8% |
| 30D | +7.6% | -5.3% | +12.9% | +7.9% |
| 3M | +1.1% | +7.2% | -6.2% | +0.6% |
| 6M | +15.9% | +51.0% | -35.1% | +12.9% |
| YTD | +8.4% | -1.2% | +9.7% | +3.7% |
| 1Y | +12.5% | -10.3% | +22.8% | +7.5% |
| All | +12.5% | -13.0% | +25.5% | +7.5% |
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