+94.2%
XLI vs MSFU
+85.8%
+8.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.9% |
| 7D | +0.9% | -12.7% | +13.6% | +2.4% |
| 30D | +1.1% | -9.0% | +10.1% | +1.9% |
| 3M | -7.7% | +2.9% | -10.6% | -8.3% |
| 6M | -1.8% | +43.5% | -45.4% | -7.0% |
| YTD | +11.1% | -2.4% | +13.5% | +10.5% |
| 1Y | +12.1% | -13.5% | +25.6% | +13.9% |
| 3Y | +73.8% | +19.2% | +54.6% | +58.8% |
| All | +94.2% | +85.8% | +8.5% | +59.8% |
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