+88.3%
XLF vs MSFU
+85.8%
+2.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.3% | +1.2% |
| 7D | -1.0% | -12.7% | +11.7% | +0.8% |
| 30D | +6.5% | -9.0% | +15.5% | +7.6% |
| 3M | +1.8% | +2.9% | -1.1% | +1.0% |
| 6M | +15.4% | +43.5% | -28.2% | +8.1% |
| YTD | +8.4% | -2.4% | +10.8% | +6.6% |
| 1Y | +11.9% | -13.5% | +25.4% | +12.4% |
| 3Y | +81.1% | +19.2% | +61.9% | +63.7% |
| All | +88.3% | +85.8% | +2.5% | +50.3% |
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