+188.6%
XLK vs MSFU
+70.7%
+117.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.3% | -2.3% | +4.7% | +3.0% |
| 30D | +0.8% | -6.3% | +7.1% | +2.6% |
| 3M | +4.1% | +40.0% | -35.9% | -9.5% |
| 6M | +34.8% | +30.1% | +4.7% | +18.3% |
| YTD | +30.8% | -10.3% | +41.1% | +30.9% |
| 1Y | +42.4% | -19.0% | +61.4% | +47.8% |
| 3Y | +121.8% | +25.8% | +96.0% | +76.9% |
| All | +188.6% | +70.7% | +117.9% | +92.4% |
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