+20.7%
XLK vs MSFU
-2.2%
+22.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.5% | -13.5% | -1.9% |
| 7D | -7.6% | +8.2% | -15.8% | -8.7% |
| 30D | -12.2% | +10.2% | -22.4% | -13.5% |
| 3M | -5.5% | +22.9% | -28.3% | -8.5% |
| 6M | +9.2% | +63.2% | -54.0% | +1.5% |
| YTD | +23.0% | +11.7% | +11.3% | +19.7% |
| 1Y | +20.7% | -3.5% | +24.2% | +22.5% |
| All | +20.7% | -2.2% | +22.9% | +22.5% |
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