+85.9%
XLF vs MSFU
+76.3%
+9.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | 0.0% | -5.7% | +5.7% | +0.8% |
| 30D | +0.2% | +4.2% | -4.0% | -0.5% |
| 3M | +11.7% | +27.9% | -16.2% | +7.2% |
| 6M | +13.8% | +37.1% | -23.3% | +7.1% |
| YTD | +7.0% | -7.4% | +14.4% | +6.4% |
| 1Y | +9.1% | -19.6% | +28.7% | +10.9% |
| 3Y | +75.6% | +33.2% | +42.4% | +54.6% |
| All | +85.9% | +76.3% | +9.6% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling