+94.5%
XLK vs MSFU
+21.3%
+73.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | -2.8% | +6.1% | +4.1% |
| 30D | -10.6% | -5.3% | -5.3% | -9.5% |
| 3M | -10.6% | +7.2% | -17.9% | -12.9% |
| 6M | -3.5% | +51.0% | -54.5% | -16.9% |
| YTD | +18.7% | -1.2% | +19.9% | +16.5% |
| 1Y | +19.4% | -10.3% | +29.8% | +21.7% |
| 3Y | +94.5% | +22.2% | +72.2% | +61.9% |
| All | +94.5% | +21.3% | +73.1% | +61.9% |
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