+15.4%
XLF vs MSFU
+46.9%
-31.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.3% | +0.9% |
| 7D | -1.0% | -12.7% | +11.7% | -0.1% |
| 30D | +6.5% | -9.0% | +15.5% | +7.0% |
| 3M | +1.8% | +2.9% | -1.1% | +1.6% |
| 6M | +15.4% | +43.5% | -28.2% | +13.1% |
| All | +15.4% | +46.9% | -31.6% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling