+17.2%
XLI vs MSFU
-18.4%
+35.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.4% |
| 7D | -1.1% | -5.7% | +4.6% | -1.1% |
| 30D | -5.9% | +4.2% | -10.1% | -5.9% |
| 3M | -0.3% | +27.9% | -28.2% | +0.5% |
| 6M | +0.1% | +37.1% | -37.0% | +0.2% |
| YTD | +13.6% | -7.4% | +21.0% | +13.9% |
| 1Y | +17.2% | -19.6% | +36.8% | +19.0% |
| All | +17.2% | -18.4% | +35.6% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling