+188.6%
XLK vs MSFU
+72.2%
+116.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | +2.3% | -3.2% | +5.5% | +3.3% |
| 30D | -0.1% | -3.1% | +3.1% | +0.6% |
| 3M | +2.1% | +35.3% | -33.1% | -10.0% |
| 6M | +37.2% | +31.6% | +5.6% | +19.9% |
| YTD | +30.8% | -9.5% | +40.3% | +30.5% |
| 1Y | +42.6% | -18.4% | +61.0% | +47.7% |
| 3Y | +121.8% | +26.9% | +94.9% | +76.4% |
| All | +188.6% | +72.2% | +116.4% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling