+97.6%
XLI vs MSFU
+72.2%
+25.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +1.0% | -3.2% | +4.1% | +1.3% |
| 30D | -5.8% | -3.1% | -2.7% | -5.6% |
| 3M | +0.7% | +35.3% | -34.6% | -3.3% |
| 6M | +3.2% | +31.6% | -28.4% | -1.6% |
| YTD | +13.0% | -9.5% | +22.6% | +13.7% |
| 1Y | +16.8% | -18.4% | +35.2% | +19.4% |
| 3Y | +72.4% | +26.9% | +45.5% | +54.7% |
| All | +97.6% | +72.2% | +25.4% | +64.4% |
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