+83.4%
XLF vs MSFU
+72.2%
+11.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +0.2% | -3.2% | +3.3% | +0.6% |
| 30D | -0.5% | -3.1% | +2.6% | -0.2% |
| 3M | +10.6% | +35.3% | -24.6% | +5.2% |
| 6M | +14.3% | +31.6% | -17.3% | +8.2% |
| YTD | +5.5% | -9.5% | +15.0% | +5.3% |
| 1Y | +9.6% | -18.4% | +28.0% | +10.9% |
| 3Y | +75.2% | +26.9% | +48.2% | +55.5% |
| All | +83.4% | +72.2% | +11.1% | +48.3% |
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