+120.7%
XLK vs MSFU
+24.2%
+96.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.3% | -2.3% | +4.7% | +2.9% |
| 30D | +0.8% | -6.3% | +7.1% | +2.4% |
| 3M | +4.1% | +40.0% | -35.9% | -7.6% |
| 6M | +34.8% | +30.1% | +4.7% | +20.6% |
| YTD | +30.8% | -10.3% | +41.1% | +32.3% |
| 1Y | +42.4% | -19.0% | +61.4% | +49.2% |
| All | +120.7% | +24.2% | +96.5% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling