+188.3%
XLK vs MSFU
+73.2%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | -0.6% | +0.5% | -1.1% | -1.1% |
| 3M | +2.6% | +51.9% | -49.3% | -13.3% |
| 6M | +34.0% | +35.0% | -1.0% | +16.0% |
| YTD | +30.7% | -9.0% | +39.7% | +30.1% |
| 1Y | +39.2% | -18.8% | +58.0% | +44.6% |
| 3Y | +120.4% | +25.5% | +94.9% | +76.4% |
| All | +188.3% | +73.2% | +115.1% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling