+88.4%
XLF vs MSFU
+88.0%
+0.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.7% | -2.8% | +5.4% | +3.0% |
| 30D | +7.6% | -5.3% | +12.9% | +8.2% |
| 3M | +1.1% | +7.2% | -6.2% | -0.3% |
| 6M | +15.9% | +51.0% | -35.1% | +7.8% |
| YTD | +8.4% | -1.2% | +9.7% | +6.6% |
| 1Y | +12.5% | -10.3% | +22.8% | +12.3% |
| 3Y | +81.6% | +22.2% | +59.3% | +63.3% |
| All | +88.4% | +88.0% | +0.4% | +50.2% |
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